British media has reported rifts between Mourinho and midfielder Paul Pogba but Shaw said the team is focussed on returning to winning ways.
"You see a lot of things in the media that go on about what our dressing-room is like, but we have a really good spirit, a really good group of lads, who want to work and achieve big things here," Shaw told MUTV.
"We have a group of hard workers and amazing talents, everywhere you look on the field.
"We have got to start taking our chances and I am sure we will start winning games."
It is the first time since 1992 that United have lost two of their first three matches of a Premier League season.
Shaw has apologised to the supporters, adding the players are determined to deliver a positive result when they visit Burnley on Sunday.
"To the fans that came out tonight, we are sorry and we will be better next week, we will improve, we will keep working hard," he added.
"It is early in the season, we have got a lot of games to come and we have got to get points."
(Reporting by Hardik Vyas in Bengaluru, editing by Ed Osmond)
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