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 the Netherlands.”
The 49-year-old also joked that the speculation linking PSG boss Carlo Ancelotti with the Madrid job would allow him to switch sides with the Italian.
“What I have read in the Spanish press is that Ancelotti will take over at Madrid. So, one of two, we could work together or we change our jobs [and swap].”
Madrid is currently third in La Liga, trailing leader Barcelona by 11 points, as well as being five points behind local rival Atletico Madrid.