The Red Devils crashed to a 3-1 loss at Watford on Sunday having been beaten at home by local rivals Manchester City the previous weekend and slipping to a Europa League defeat at Feyenoord on Thursday night.
It is the first time in over a decade that Jose Mourinho has lost three successive games as a manager and United's early-season form has taken an alarming turn for the worse.
Watford were good value for their win, with Etienne Capoue giving them the lead with his fourth goal of the season before Marcus Rashford equalised in the 62nd minute with United's first shot on target.
But, despite then getting on top, a goal from substitute Camilo Zuniga and a late Troy Deeney penalty saw Mourinho's men deservedly beaten - with Mata now calling for a response, firstly in the EFL Cup against Northampton on Wednesday and then at home to champions Leicester three days later.
"As I always say, one of the best things of football is that the game is testing you all the time," Mata wrote in his weekly blog.
"A win doesn't last too long, and it happens the same way with a defeat: you have the chance to make it up soon afterwards. Two more games this week will give us the opportunity to show on the pitch our pride and skills. There's no time for mourning. We must react.
"First of all, we visit Northampton Town in the EFL Cup, in our first game of the season in this competition.
"We are the favourites in this game and we have to deliver, all due respect to the opponent because, despite being in League One, Northampton Town has already knocked out a Premier League side like West Brom.
"I'm sure the stadium will be packed and they will try to make things difficult for us.
"Next weekend we are back to Premier League, this time in Old Trafford against Leicester
Playing a nice game against the current champions would be the best signal that we could send to our supporters.
"In order to do so, we have to improve and work hard in every sense. I believe this team is capable of doing great things this season. That's how I feel."
Mata, who is yet to play a full 90 minutes so far this season, signed off his blog by urging patience among United fans.
"I also want to remind you that we are still in September," he added.
"There's plenty of time ahead to give our best, enjoy on the pitch and make the fans enjoy too. It's normal to feel disappointed right now, but there's still a long way to go."
Source: PA