Southampton twice came from behind in a 3 – 2 defeat for the Saints.
Manolo Gabbiadini and Zlatan Ibrahimovic traded two goals each with Lingard getting the other goal for United.
A controversial and thrilling match saw Manolo Gabbiadini’s strike wrongly ruled out for offside before Ibrahimovic struck with an impressive free-kick at the other end to open the scoring.
Jesse Lingard got the second, finding the bottom-right corner after a neat team move to net on his third consecutive Wembley appearance for United.
Gabbiadini however gave the Saints hope with a goal in the first-half stoppage time.
Gabbiadini made it five goals in three Saints matches with a magnificent finish early in the second half, blocking Smalling to volley past De Gea.
Ibrahimovic scored the winner with three minutes to go and his 26th goal of the season converting with a header from Herrera’s cross.
This is Mourinho’s first major trophy as United manager and his fourth EFL Cup glory following the three he won with Chelsea.
The cup win also means United are now the most successful team in England with 42 major honours ahead of Liverpool who have 41 major honours.