Britain's deadliest attack for 12 years saw 22 people killed, including children, and 59 injured when a bomb went off at a concert by US pop star Ariana Grande at the Manchester Arena on Monday.
"We're all very sad about the tragic events last night; we can't take out of our minds & hearts the victims & their families," said Mourinho in comments posted on United's Twitter feed on Tuesday.
"We have a job to do & will fly to Sweden to do that job. It's a pity we cannot fly with the happiness we always have before a big game."
Mourinho, who only joined United last year, added: "I know, even during my short time here, that the people of Manchester will pull together as one."
The Portuguese boss's Twitter comments were set to be his only public statement of the day after United had earlier announced they were cancelling Tuesday's scheduled pre-match press conference in Stockholm.
"Due to the tragic events in Manchester last night and the effect that this has had on everyone here at our club and within our city, we have decided to cancel this evening's pre-match press conference in Stockholm," United said in a statement.
"We are sure that, in the circumstances, you will all understand our position on this matter.
"Our thoughts are with the victims at this terribly difficult time."