Chelsea went to the Vicente Calderon and defended well to earn a clean sheet but has gained no advantage in the tie.
Above all else, parity remains in the tie.
But it's not that simple. The limited scope of Chelsea's intentions at the Vicente Calderon represents a huge gamble for Mourinho and his team. It is one thing defending stoutly at home in the first leg of a Champions League tie before attempting to nick the second, it is another thing altogether to attempt the pattern in reverse.
Mourinho has won the Champions League twice — with Porto and Inter — and on those occasions he played every first-leg knockout tie at home. He knows how to win the tournament but he has never done it in this order.
Chelsea has taken heart from its 0-0 draw but Atletico, despite failing to erode those English foundations, will be more pleased with the outcome.
A home clean sheet is the most important element in any Champions League knockout tie. In the quarterfinals, three of the four teams that went through avoided conceding in their own backyard. That zero beside Chelsea's name rather than the one next to Atletico's counts for more.
Atletico, itself, is not an electrifying team. This was not a just case of Chelsea stifling it and disrupting the rhythm of its game. In honesty, it lacked the guile and intuition to break down what was in front of it. It showcased the club's attacking limitations when faced with a puzzle like Mourinho set.
Atletico will, however, be far more comfortable in the atmosphere of the second leg when the onus, however more slightly, will be on Chelsea to come out and play. Diego Simeone's chief strengths are not those passes at the edge of the area, probing for that one golden chance like Bayern Munich or Barcelona.
Atleti enjoys being on the other end of that, soaking up pressure in its well-drilled back four before hitting with the promptness and accuracy of its midfield work. Its results against Real Madrid and Barcelona this season will testify to that.
Of course, we could very well receive more of the same from Mourinho at Stamford Bridge. He will be without Frank Lampard and Jon Obi Mikel, suspended, and Petr Cech, who suffered a dislocated shoulder. John Terry, too, will be doubtful, while there are no guarantees of Hazard or Eto'o participating.
Penalties at the end of another grueling 0-0 draw and extra time could well be looming. His Chelsea teams have scored only one goal in all five of their Champions League semifinal matches now.
Atletico is a team that has specialized in agitating esteemed opponents this season. One meaningful swing of Diego Costa's boot at the Bridge could render all Chelsea's efforts in Spain worthless.
Fans will tolerate dour soccer so long as trophies are forthcoming. But if Chelsea fails to shut out Atletico again? Well, even a worm will turn.