Mourinho watched on as United suffered their second consecutive defeat in the Premier League against Tottenham Hotspur on Monday.
Speaking on Monday Night Football, Neville said United should aim to let him see out the remaining two years on his deal.
“He saw the end of his contract at Inter Milan, he saw the end of his contract at Porto and he saw the end of his contract at Real Madrid.
“It’s only at Chelsea, which is a club of madness, where this has happened. At Inter Milan, Porto and Real Madrid he saw it to the end so let’s not rewrite history. At Chelsea, everybody dies a little bit early. It’s that type of club, he’s not on his own there.
“It was tough for him at Real Madrid and he got through to the end of the season. I don’t see it happening during the season.
“To suggest that Manchester United are like Chelsea is not right. I have to say Manchester United still do things slightly differently.
“In the last few years there has been an erosion of the beliefs. Jamie Carragher said last week the morals and traditions and bringing through British kids has gone out of the window when they sacked David Moyes and brought in Louis van Gaal.
“I get that and I understand that, but it is still too early – three games into the season – to start suggesting there should be a change of manager.
“Nothing could be further from the truth. It has to be that Jose Mourinho is allowed to go through and complete this season. If he does well he should go through the next season as well, which is when his contract runs out,” Neville said.