The Portuguese believes his side has been left with no choice but to win its remaining fixtures after making its worst start to a campaign in over 10 years.
Los Blancos will hope they have turned a corner after tasting victory in their last two outings - a 2-0 victory at Rayo Vallecano and a 3-2 comeback win against Man City at the Santiago Bernabeu.
"We've given everything we had to give away," the coach told Maisfutebol.
Madrid's next game comes in the form of a home clash with Deportivo La Coruna on Sunday, a team nicknamed 'the Portuguese' for its large Seleccao representation.
"Why [are they called the Portuguese]? Are there many [Portuguese players] or do the Portuguese like Depor?," asked Mourinho, who also said he would "love" to see Evaldo Fabiano on Sunday, having worked with the left back at Porto.
"We have to win. We have to find a way to get back-to-back victories and not just [one] isolated win, and that includes beating Deportivo, having done the same with Manchester City and Rayo Vallecano."
And when quizzed about Barcelona's Champions League tie with Benfica on Tuesday, Mourinho replied: "Jorge Jesus knows how to build a team capable of creating difficulties to Barcelona."
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