United lost on the night, but went through 3-2 on aggregate thanks to their 2-0 win in the first leg at Old Trafford, and they will meet Southampton at Wembley on Sunday, Feb. 26.

The first of Hull's goals, giving them a 1-0 lead in the second leg, came from a controversial penalty when Harry Maguire went down following a challenge from Marcos Rojo, allowing Tom Huddlestone to score from the spot.

Without referring directly to referee Jon Moss' decision, Mourinho told reporters: "We didn't lose. It was only 1-1. I only saw two goals.

"The game was totally under control. Something happened to open up the game -- then the game was open."

Asked specifically about his view on the spot kick, he said: "I don't want to speak about the penalty."

He added on Sky Sports 1: "I just want to say congratulations to my players because it was a difficult road to be in the final and we're in the final.

"I don't want to say anything else because it's enough. I'm calm, I behaved on the bench, no punishment so no more words."

Mourinho looked forward to his second trip to Wembley as United boss -- having won the Community Shield against Leicester in August.

"Every competition is important for me, every match is important for me," Mourinho told MUTV after the game. "It doesn't matter, really, which competition it is, but I think Wembley is Wembley.

"For professionals with passion for football, Wembley has a special meaning, a special feeling.

"Of course, I'm happy to be there. Of course, I'm happy to bring many thousands of our fans because, I think, also for them, it's something that they always remember, going to Wembley."

United had been unbeaten in 17 matches in all competitions until the defeat at Hull, and captain Michael Carrick was disappointed with the performance.

"I'm just disappointed to be honest, with the way we played and losing the game," Carrick said. "It's a strange feeling in many ways, we wanted to keep our run going and our form going.

"We didn't play well at all. Of course we are delighted to be there [in the final], we'll shake it off and bounce into the next game.

"We expected a tough game, we expected them to come at us because they had to. We just didn't play well for a number of reasons and we're disappointed. We don't like losing but we can take a final from it, so we are delighted to be there.

"We're still very, very disappointed."