Los Blancos have made a disastrous start to the season, picking up just four points from as many games, which places them 10th in the table and eight points behind leaders and long-standing rivals Barcelona.
Mourinho is unhappy with the attitude shown by the players, and feels that they have no corrected the mistakes they made in previous showings this season.
“At the moment, I have no team," Mourinho said to reporters after the game.
"The first period and the second period, we got it badly wrong. It was a totally deserved victory for Sevilla and totally deserved loss for Real Madrid.
"Congratulations to Sevilla because they did everything to get the win and they deserved it without a doubt. And we deserved the loss in an awful game for us.
"Today's match was no different from Getafe. It was not very different from Granada either, apart from the fact we won. I do not think it has anything to do with the rumour of the past two weeks.
"For me it's about the state of our collective spirit."
Real Madrid take on Manchester City in the Champions League opening game on Tuesday night.