Christ did not use the words ‘Mystery of Faith’ in any of the accounts of the Last Supper, in any of the Gospels.
Not everything the Church teaches comes from scripture, some is handed down from Tradition. The words “mystery of faith” in the Consecration were given by Christ to the apostles. They were removed by Pope Paul at the urging of Father Annibale Bugnini. In his book* The Refom of the Liturgy*, Father Bugnini** falsely **claims that, “mystery of faith” in the formula for the consecration of the wine in the Roman Canon: is not biblical; occurs only in the Roman Canon; is of uncertain orgin.”pg 454
Catechism council of Trent
catholicapologetics.info/thechurch/catechism/Holy7Sacraments-Eucharist.shtml
Form of the Eucharist
With regard lo the consecration of the wine, which is the other element of this Sacrament, the priest, for the reason we have already assigned, ought of necessity to be well acquainted with, and well understand its form. We are then firmly to believe that it consists in the following words: This is the chalice of my blood, of the new and eternal testament, the
mystery of faith, which shall be shed for you and for many, to the remission of sins. Of these words the greater part are taken from Scripture; but some have been preserved in the Church from Apostolic tradition.
Thus the words, this is the chalice, are found in St. Luke and in the Apostle; but the words that immediately follow, of my blood, or my blood of the new testament, which shall be shed for you and for many to the remission of sins, are found partly in St. Luke and partly in St. Matthew. But the words, eternal, and the
mystery of faith, have been taught us by holy tradition, the interpreter and keeper of Catholic truth.
LATERAN COUNCIL III 1179
catecheticsonline.com/SourcesofDogma5.php
414 You have asked (indeed) who has added to the form of the words which Christ Himself expressed when He changed the bread and wine into the body and blood, that in the Canon of the Mass which the general Church uses, which none of the Evangelists is read to have expressed. . . . In the Canon of the Mass that expression, "mysterium fidei,"is found interposed among
His words. . . . Surely we find many such things omitted from the words as well as from the deeds of the Lord by the Evangelists, which the Apostles are read to have supplied by word or to have expressed by deed. . . . From the expression, moreover, concerning which your brotherhood raised the question, namely “mysterium fidei,” certain people have thought to draw a protection against error, saying that in the sacrament of the altar the truth of the body and blood of Christ does not exist, but only the image and species and figure, inasmuch as Scripture sometimes mentions that what is received at the altar is sacrament and mystery and example. But such run into a snare of error, by reason of the fact that they neither properly understand the authority of Scripture, nor do they reverently receive the sacraments of God, equally “ignorant of the Scriptures and the power of God” [Matt. 22:29]. . . . Yet “mysterium fidei” is mentioned, since something is believed there other than what is perceived; and something is perceived other than is believed. For the species of bread and wine is perceived there, and the truth of the body and blood of Christ is believed and the power of unity and of love.
415 We must, however, distinguish accurately between three things which are different in this sacrament, namely, the visible form, the truth of the body, and the spiritual power. The form is of the bread and wine; the truth, of the flesh and blood; the power, of unity and of charity. The first is the “sacrament and not reality.” The second is “the sacrament and reality.” The third is “the reality and not the sacrament.” But the first is the sacrament of a twofold reality. The second, however, is a sacrament of one and the reality (is) of the other. But the third is the reality of a twofold sacrament. Therefore, we believe that the form of words, as is found in, the Canon, the Apostles received from Christ, and their successors from them. . . .