The former Chelsea and Inter coach was disappointed that Franck Ribery's strike was allowed to stand but remains positive ahead of next week's return fixture
The Bavarians scored a last-gasp winner to secure the victory, though it was their first goal through Franck Ribery that upset the 49-year-old. When the ball was struck, Luiz Gustavo was standing behind the last defender but was deemed not to be interfering with play.
"The first goal was a clear offside, a typical error, [but] I don't criticise it." Mourinho said in his post-match press conference.
"We have the second leg to come and it's not like we have to make a historical comeback - what we have to do is very achievable.
"If we win at home 1-0, 2-0, 3-1, we are there. I am optimistic we can return here to play the final."
And Mourinho insists he remains positive, despite losing for the first time in Europe this season.
"It's our first defeat in this Champions League [this season] but it's not one that leaves me with negative feelings.
"We lost away from home in what was a good game. It was a typical Champions League semi-final."
When asked the reason for his team's loss, Mourinho simply replied: "Because Bayern scored in the 90th minute."
Madrid will host the Bavarians at the Santiago Bernabeu on April 25 in the return fixture and nothing less than a win will do if they are now to reach the final.