The Portuguese coach has been subjected to whistles by the Santiago Bernabeu crowd in recent weeks, but the club's captain insists the team are behind him
Goals from Cristiano Ronaldo and Fabio Coentrao looked to have given los Blancos a vital win, but a late Juan Albin header snatched a point for the visitors.
The coach has been subject to whistles from the Santiago Bernabeu faithful in recent weeks, but Casillas is adamant that the team will always back the 49-year-old.
"We all support Mourinho without any doubt," he told reporters.
"Set pieces are not matter of defenders doing badly, or even the goalkeeper not coming to claim the ball. It's because of every one of us and we're letting other teams do so much with them.
"Today we have to step back. The situation we have is not favorable. We left two points behind. We can not be so far away from Barcelona.
"Now have to continue and think about the match against Malaga, win and again claim victory."
Sergio Ramos added that luck abandoned his side during the clash with Espanyol, but insisted his team-mates did their all to win.
"The draw today was not a matter of attitude, from the first minute we were looking for the victory," the 26-year-old told reporters.
"Now it is easy to draw conclusions, and in football the result counts. Physically we're fine and the problem today was not a lack of attitude, and the coach may think the same.
"We've had luck in other games, but not today."
Youngster Jose Callejon voiced his belief that his side dominated their Catalan counterparts throughout Sunday's match, but suffered from bad luck.
"We are sad because we miss more points. We always want to do well and win, but things are not going our way. We dominated, but were well match."
"We've bad luck and good chances but did not use them. We have to pull ourselves together and give a 100 per cent to get out of this situation."