Goals from Etienne Capoue, Juan Zuniga and a stoppage time penalty from Troy Deeney overwhelmed the visitors, who had levelled with a solitary strike from Marcus Rashford, in Sunday's big match.
It was the first time Watford had beaten United since 1986.
The Premier League said it was also the first time Mourinho had lost three consecutive games as a manager since 2006.
Although the 'Special One' did suffer three successive defeats at Chelsea in 2015, before he was sacked by the Londoners, one of those was on penalties after a draw in the Capital One (League) Cup.
