The 50-year-old admits he could return to Italy, while Juventus coach Antonio Conte, who has also been linked with the Premier League club, is growing unhappy with life in Serie A
The 50-year-old has been linked with a move back to Chelsea after interim manager Rafael Benitez confirmed that he will be leaving Stamford Bridge at the end of the season.
Mourinho spent two seasons with the Nerazzurri and won Serie A, the Coppa Italia and the Champions League in his final campaign with the Italian club.
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Juventus coach Antonio Conte has also been linked with taking up the Chelsea post this summer and the 43-year-old hinted on Sunday that he may leave Serie A at the end of the season.
Conte was slammed by Bologna counterpart Stefano Pioli for his celebrations during the Old Lady's 2-0 victory and the Juve boss concedes that he is growing disheartened by the scenes with which he is faced in Italian football.
“If I have to expect a welcome like this in Bologna, then I say that it really makes me want to leave Italy and go abroad. It must be a simpler life elsewhere," he told reporters.
“I cannot think of going with my family, my wife and my daughter to the stadium. We can’t go to Florence because it’s too risky, in Naples it’s too risky and now even Bologna is too risky.
“We are not at war, here. This is sport. This is a sport. In this situation, you may as well just leave. Right now my thoughts are exclusively on Juventus, but these things make you feel very bitter and disheartened.
"If it happens in Bologna, then we really do have to change everything. It’s easier to just go elsewhere.”