The Portuguese coach said he was called personally by the retiring Manchester United manager, who knows 'The Special One's' next managerial destination
The former Porto, Chelsea and Inter boss revealed the United legend and called him personally to inform him of the decision.
Mourinho said he was saddened to hear the Scot’s 26-year reign at Old Trafford was coming to an end and admitted fielding a team against the Premier League champions will never feel the same again.
"When Sir Alex called me to give me the honour of knowing from him his decision, I was surprised and sad," he said in an interview with Sky Sports.
"It will be difficult for me, and I think all managers, to go to Old Trafford and play against Manchester United without this mythical figure waiting for us.
"At the same time, I was happy to feel his emotion, and pride for such an amazing career.”
United face Swansea City on Sunday in what will be Ferguson's last home game in charge of the club but Mourinho said he would be too emotional to watch the match.
When asked if he would take in the game, he said: "No, certainly not - no, I don't want to cry!"
Mourinho, who himself had been linked as a potential replacement for the outgoing Scot, went on to endorse David Moyes, who has signed a six-year contract at Old Trafford.
"I think David is a great choice,” added the Portuguese coach.
"I like him as a person; I like his character as a manager. I believe Manchester United will support him, I think he has the qualities to do a good job.
"I wish Sir Alex a happy life, and I wish David a successful career at Old Trafford."
Talking about his own future, Mourinho indicated he had informed Sir Alex about where his next destination in management will be.
"We are good friends, and my good friends know which club I would like to manage when I finish my work at Real Madrid."