The Portuguese was pleased with the efforts of his team and felt they deserved to be going home as winners
Franck Ribery cancelled out Fernando Torres's opener to take the game to extra time, before Javi Martinez did the same after Eden Hazard had give then Blues a lead for the second time and Ramires had been sent off.
That left penalties to decide the winner, with Romelu Lukaku missing the decisive spot-kick after David Alaba, Toni Kroos, Philipp Lahm, Franck Ribery and Xherdan Shaqiri all beat Petr Cech from 12 yards.
“The best team clearly lost,” Mourinho said after the match. “The best team played with 10 men for a long, long period in the game. They played against the champions of Europe and they were the best team.
“We only have reasons to be proud, to believe in the future. But I prefer just to say the best team lost and stay with it.”
This was Chelsea's second Super Cup defeat in as many years, having lost 4-1 to Atletico Madrid a year ago.