Depay won a move to Old Trafford in 2015 after inspiring PSV to the Eredivisie title but he fell short of expectations under former national-team boss Louis van Gaal at Old Trafford before finding himself on the fringes when Mourinho picked up the reins this term.
Since joining Lyon in January, the 23-year-old has scored five goals in nine Ligue 1 appearances, including an incredible effort from the halfway line against Toulouse last weekend.
Depay will take his stellar form into an eagerly anticipated clash against champions Paris Saint-Germain on Sunday and told beIN Sports he will be “back to the top” after his Premier League ordeal.
“Leaving Manchester United? That was not complicated. I’m young, I need to play,” he said.
“When I think about the last time I played a whole 90 minutes before coming here, it was a year ago. It’s incredible.
“I have no bitterness [towards Mourinho]. I did what I had to do in training. Of course I didn’t understand the choices, but he was the boss.
“I had to accept those choices. I think I was not good enough for him. But it’s okay, I’m showing my quality here.
“I’ll be back to the top and we’ll see what will happen.”