The Portuguese coach believes it is impossible to retain the league title, and has stressed that PSG is not an option for him.
The Catalans spilled three points at the weekend as Real Sociedad proved to be too strong, but Madrid is still trailing by 15 points, and Mourinho has turned his attention to other targets.
"Winning the league is impossible. The gap [with Barcelona] is too big and we should focus on other objectives," Mourinho told RMC.
"We should not get obsessed about our goals, though, because that will only further complicate matters."
The former Inter boss then went on to rule out a move to Paris Saint-Germain, and added that he feels the media is trying to create controversy around him.
"PSG already have a great coach and a sporting director who will lead them to success. They do not need a new coach," he said.
"Everybody is looking to create controversy around me, even when there's nothing to it. I am doing my work, though, and hope to reach the end of the season quietly."
Madrid is currently preparing for Wednesday's Copa del Rey match against Valencia. The club won the first leg of the quarterfinal tie 2-0 at the Santiago Bernabeu last week.