Mourinho's men have scored the fewest goals of the sides in the Premier League top four and were punished for their profligacy in Tuesday's 2-1 Capital One Cup defeat to Sunderland.
|6/1||Chelsea are 6/1 with Bet365 to beat Swansea City 1-0|
"We can improve by having more security when we have possession of the ball," Mourinho told reporters.
"We are not punishing opponents by scoring goals and killing them when we have everything to do that.
"In every match, we are dominant and in the matches we lost, we had even more ball possession.
"We cannot just let the players hide behind the fact we are not scoring enough goals. This morning, we only worked on defensive aspects of the game."
Mourinho also confirmed that Cesar Azpilicueta will play in Monday's Premier League clash with Arsenal, having been taken off in the defeat at the Stadium of Light.
Ashley Cole will be "on the bench or at home", Mourinho explained, although he refused to be drawn on reports that Cole attended Arsenal's Christmas party this week.
"I have my opinion but I keep for myself," he said.
"It was a free day for them. I am not a father; I am a manager. I can control what they do with me but not what they do when not with me."
"I don't want to comment. Not even to Ashley have I given my opinion because I don't have to. I just have my opinion."