Speculation that the Portuguese boss will leave the Spanish champions at the end of the season has been rife recently, with reports linking him with moves to Manchester City and Paris Saint-Germain.
But the former Porto, Chelsea and Inter trainer has said that when he eventually departs Santiago Bernabeu, he will be looking to get straight back into coaching.
“If I go, I will not be on holiday for a year,” Mourinho told reporters.
“If I do not work here [at Madrid], then [I will work] somewhere else. Will I coach in England? [I will coach] anywhere, maybe in Netherlands.”
Madrid are currently third in La Liga, trailing leaders Barcelona by 11 points, as well as being five points behind local rivals Atletico Madrid.