The forward has enjoyed a productive summer with Spain Under-19s, but insisted that he wants to continue developing with the reserve team before moving up to work with Mourinho
Jese featured in the first team's 5-1 victory against LA Galaxy on Wednesday, and got himself on the scoresheet in the process.
And despite European success with the Spain Under-19 team this summer, the 19-year-old striker has refused to get carried away, maintaining that he wants to continue with the Segunda Division outfit, before realising a "dream" step up to the full squad.
"It's always important to score goals, but the truth is that I care most about playing matches and I'm really happy that the coach let me play," Jese told AS.
"However, my first priority is Castilla. Then, if the coach thinks I can help out the team, that'll be perfect. It's everyone's dream to be able to play for Real Madrid's first team.
"I felt really good out on the pitch because we have a squad full of brilliant players. They are among the best in the world and playing with them is very easy."
Los Blancos entertain Santos Laguna in Las Vegas on Sunday.