Manchester United suffered their third defeat in a week as late goals from Juan Zuniga and Troy Deeney gave Watford deserved 3-1 win over the Red Devils at Vicarage Road.
The hosts lead when in-form midfielder Etienne Capoue converted Daryl Janmaat's cut-back to score his fourth of the season, only for teenager Marcus Rashford to level from close range early in the second half.
Zuniga then came off the bench to power the Hornets in front with seven minutes to go before fooling Marouane Fellaini into a challenge inside the box to earn his side a penalty which skipper Troy Deeney duly converted to hand Watford an unlikely victory.
It is the first time Mourinho has lost three consecutive games in a season since February 2002, when he was Porto boss.
Following a derby defeat by Manchester City last weekend and the midweek Europa League loss to Feyenoord, United have had a rough eight days and they must now regroup as they welcome the defending champions Leicester City next weekend.
As for Watford, that's two wins on the bounce now which takes them inside the top-half of the table. They face Burnley next weekend and they now have the added luxury of having a week off after being knocked out of the League Cup.
Over in North London, Tottenham maintained their unbeaten start to the Premier League season with a comfortable 1-0 victory against winless Sunderland at White Hart Lane.
Spurs dominated the match but did not make the breakthrough until striker Harry Kane scored with their 22nd attempt on goal.
Papy Djilobodji failed to clear a Dele Alli header allowing Kane to poke home from point-blank range in the 59th minute.
Late on, Kane suffered a nasty ankle injury and Sunderland's Adnan Januzaj was sent off for a second booking.
Next for Tottenham is a trip to Middlesborough next Sunday morning while Sunderland will welcome Crystal Palace at the same time.
Watford (Capoue 34', Zuniga 83' & Deeney 95') 3 Manchester United 1 (Rashford 62')
Crystal Palace (Tomkins 9', Dann 11', McArthur 71' & Townsend 75') 4 Stoke City 1 (Arnautovic)
Southampton (Austin 64') 1 Swansea City 0
Tottenham Hotspur (Kane 59') 1 Sunderland 0