Herrera said that he had expected to have his Spain teammate Morata alongside him at Old Trafford, and it was "a pity" that a deal had not been done.
United playmaker Juan Mata also spoke from Los Angeles to Spanish radio show "Tiempo de Juego", and said it would be unlikely to see Morata and Lukaku both joining the club this summer.
Mourinho confirmed United's interest in Morata on Friday when he acknowledged that negotiations with Madrid had broken down.
Herrera is quoted as saying by Metro: "I even started to think I'd be playing with Morata". So of course I saw myself with him.
Morata's move to United looks dead in water as a result but Mata refused to rule it out completely as there is still more than one month to go until the end of the transfer windows.
However, Chelsea's attention appears to be split between a number of strikers as it stands - with Borussia Dortmund's Pierre-Emerick Aubameyang believed to now sit at the top of their wish list - and it could leave Milan free to secure a deal for Morata. So it is hard. "Things can happen in the last few days [of the transfer window] and I always wish Alvaro the best".
"I do not criticise Madrid and I am not going to criticise my board because my board has made the offer, and they have tried to reach an agreement during a time, and they didn't come to an agreement".
"It is a right of Madrid to ask for their players the amount they want". "He is going to stay".