Mourinho won the Europa League, League Cup and the Community Shield in Mourinho's first season in charge, but the wins have dried up this campaign.
"I think we are going in the right way," Herrera said.
"This season, we cannot take credit out from what City have done because they deserve to be champions and they have been almost perfect this season, or perfect.
"I think we have to keep going in this way. I think we are doing things right and try to be back playing finals.
"I think I've been here already four seasons and I have played a lot of finals here, which is very good.
"This club is about trophies but first of all to win trophies you have to play finals and I think we are doing that."