The Portuguese did not hesitate to write off the campaign as the least successful of his life to date but insisted Atletico Madrid were "lucky" to have triumphed
Joao Miranda's extra-time header sent the Portuguese's side to defeat at Santiago Bernabeu on Friday and signalled Mourinho's first campaign without a major trophy in over a decade - excepting the Supercopa success over Barcelona back in August.
Speaking after the game, the 50-year-old admitted the last year has been a blot on his CV when placed in the context of his own high standards.
"This was the worst season of my career. For many coaches it would be a good season but for me it is the worst," Mourinho told reporters.
"I always showed up in the press room every time we drew or we lost. This year's campaign was a failure but my first two seasons were successful."
The coach, who was sent to the stands midway through the second half, claimed in his post-match assessment that Atletico were "lucky" to lift the trophy after his side hit the woodwork three times and were foiled by a number of stunning saves from Thibaut Courtois.
"I don't think Atletico deserve to be champions but they won the title," he said. "We had two clear chances on goal, we hit the post three times. This is why I think it is unfair.
"Atletico's keeper was fantastic but he was also lucky tonight."
Mourinho's future has been shrouded in speculation for some weeks as rumours of a return to the Premier League with Chelsea gather pace, but he was tight-lipped with regards any potential move.
"I have a contract that is valid for three more years," he said. "I still haven't talked to the [Real Madrid] president [Florentino Perez] about my future."