Juan Mata spoke exclusively to Sky Sports

Juan Mata says Jose Mourinho has stressed the significance of winning the EFL Cup to Manchester United players.

United have not won the competition since 2010 and last season's FA Cup victory was their first major trophy since Sir Alex Ferguson's departure in 2013.

While they are still fighting on four fronts this year, their immediate focus is the EFL Cup final against Southampton at Wembley on Sunday, live on Sky Sports.

And Mata insists the players have been made aware of the importance of the fixture by their manager.

"Yes. He has told us and I think everyone realises how important it is," the Spaniard told Sky Sports. "It doesn't matter if it's a League Cup final…a final is a final and you never know when you will play one again.

"So you have to take advantage of the chance and try to win it. If you lose it's a bad feeling."

Mata has plenty of experience of winning finals, having lifted the FA Cup, Champions League and Europa League with Chelsea and the World Cup with Spain.

"A final is always a special day in your career," he says. "Obviously if you win it's much better, but playing a final at Wembley in front of lots of our supporters gives the day a different feeling.

Gary Neville believes Manchester United will have enough to beat Southampton at Wembley Gary Neville believes Manchester United will have enough to beat Southampton at Wembley

"I consider myself lucky to have won the trophies I have won, but a final is a day you have to be focused on and you need to try not to make mistakes.

"But also you need to try to enjoy it as well. It's a special day but without enjoying it you cannot perform at your best level."

The EFL Cup final will be Manchester United's second visit to Wembley this season after they beat Leicester in the Community Shield last summer.

While United won 2-1 at the national stadium in August, Mata made headlines for coming on as a substitute and then being taken off late in the game.

Danny Higginbotham analyses the key tactical trends in Sunday's EFL Cup final Danny Higginbotham analyses the key tactical trends in Sunday's EFL Cup final

The move sparked rumours that Mata might have fallen out of favour with Mourinho and could leave Manchester United, but he says that was not the case.

"It was a different situation because we had one more change than normal, we were winning, and he obviously tried to use some time with the change," he said. "There was a lot of fuss about it but I was calm and happy at the end because the team won.

"I always have believed in myself and I know what I can bring to the team. I always kept my mind focused on what I had to do and helping the team the best I can. The rest I cannot control but that doesn't matter to me."

New customers: Grab a NOW TV Sky Sports Month Pass for £20pm for the first two months and catch a blockbuster period of live Sky Sports action. No contract.