The attacker admits he may have opted against a move to Italy had the Portuguese not joined Chelsea.
The attacker completed a move to Stadio San Paolo last week after deciding to end his second stay with los Blancos, in search of regular first team football, but he revealed the intervention of the now Chelsea coach could have swayed his decision.
"Perhaps I would have stayed in Madrid if he had wanted to..." he told Cadena COPE. "I spent two fabulous years with him in Madrid. Sometimes, things have been unfair to Mourinho, and things have been said which are not true. Madrid won and lost on the pitch, nothing more.
"The last thing I wanted to do was leave the club I love, the club of my life," he continued. "But sometimes you have to make difficult decisions. It would have been difficult to continue in Madrid.
"Now I have to play alot here, become a reference point for Napoli and, God willing, one day I will return."
Now a member of Napoli, Callejon believes the side can contend for the title this year.
"Now my objective is to try to get as far as possible here, to fight for the Scudetto and the Champions League, that's the competition everyone wants to play in," Callejon said.
"[Rafa] Benitez called me and that gave me a lot of confidence, that he wanted me and that I could be important for the team. Napoli had a great season and reached the Champions League, and this was decisive."
The 26-year-old also responded to claims from Napoli president Aurelio De Laurentiis on Wednesday that the club were negotiating a deal for Gonzalo Higuain.
"I've heard in all the papers that we've bid for Higuain. He can come here, but I've no idea," Callejon said.