The difference in heating between mountain top and valley, as the mountain top, gets heated up and cooled down easily, leads to the formation of pressure difference and eventually mountain and valley breezes.
During the night, the air above the mountains cools down quickly compared to the valley region.
Now, high pressure is formed near mountainous regions and comparatively, low pressure is formed in the valley area.
This pressure difference leads to the formation of winds, which blow from the mountain towards the valley and are hence called mountain breeze.