The Argentina international is continually being linked with a move to Madrid, but the Portuguese coach has made it clear that there has not been any contact yet
The Argentina international recently declared that he is eager to exit the Vicente Calderon in the summer transfer window, and Madrid are one of the sides who have reportedly set their sights on the 23-year-old.
The likes of Chelsea and Juventus have also been linked with a move for the diminutive forward, but despite speculation that the capital giants were the front runners to sign Aguero, Mourinho denied any contact.
"I have not asked for [Sergio] Aguero. I will not be a hypocrite about it though; he is a fantastic player and I like him a lot," he was quoted as saying by El Larguero.
"However, he is an Atletico Madrid player at the moment. Real Madrid do not approach players before agreeing terms with their club."
Mourinho then went on to discuss the future of current strikers Gonzalo Higuain and Karim Benzema, and made it clear that both players will not be allowed to leave.
He said: "Both Benzema and Higuain are not for sale. We have talked about this and all agreed that they should stay at Real Madrid."