United came from behind to lead 2-1 at the King Power thanks to a brace from Mata himself, but all that hard work was undone when United left Harry Maguire unmarked late on, with the centre-back duly equalising with the last kick of the game.
It was yet another frustrating slip-up for United, who crashed out of the Carabao Cup to Championship side Bristol City last week, but the Spaniard insists that his team-mated must put the loss behind them with games set to come thick and fast over the coming days and weeks.
'You have to keep going and especially in Christmas time,' Mata said following the game. 'You play every two or three days and obviously now we feel frustrated and angry. But we need to keep going and, from (Christmas Eve), rest and think about the next game - obviously with the will of finishing the game with a much better feeling.'
The draw left United 13 points behind runaway Premier League leaders Manchester City and Mata admitted that the nature of the draw made it feel like a defeat, with United only having themselves to blame.
'We didn't kill it - and we should have killed it,' he told 'MUTV'.
'It's easy to say now. If we instead of drawing win at the end, we would have been saying that it was a fantastic game, that we came back and we did the most difficult thing which is to score twice after they went ahead.
'But that's football, you know, and in the last second they put the ball into the box and they scored. But we have the feeling that we should have killed the game before.
'It feels like a defeat. We get a point but it feels like a defeat because we were so close to winning and we had a chance to kill the game. They were with one less player (after Daniel Amartey was sent off) so it feels like a defeat.'