United failed to qualify for Europe's top football tournament this year, finishing last season at a lowly fifth-place in the Engish Premier League, enabling them to get a place in the Europa League, the continent's second-tier competition.
Champions League gets underway from Tuesday night but Mourinho will have to watch the action unfold away from the sidelines.
The Portuguese coach thinks United will be missed on the big stage and is doing everything in his power to get the English club back in the big time.
"The Champions League without Manchester United is not the Champions League and Manchester United without the Champions League is not Manchester United," he told goal.com on Tuesday.
"So this is the first big step. But to get back to the Champions League we need to do well in the Premier League, so the first step is to recover the self-esteem, which I think we are doing."
United have failed to reach the Champions League in two of the past three seasons.
Mourinho's predecessor Louis van Gaal steered the club back into the competition in his debut campaign in 2014-15, but couldn't get the them out of the group stages.
Mourinho and United get down to work in the Europa League on Thursday when they play against Dutch giants Feyenoord in an away match.
