Zlatan Ibrahimovic and Gareth Bale are two of the most expensive players in world football, but neither will be in Brazil after Sweden and Wales failed to qualify.
A knee injury has ruled out Barcelona goalkeeper Victor Valdes, while Monaco and Colombia striker Radamel Falcao is a major doubt after also suffering a knee problem in January.
Mourinho is also disappointed not to see Czech Republic and Chelsea goalkeeper Petr Cech at this year's World Cup.
"In every World Cup there are a few big players that everyone would like to see there, and for different reasons they aren't there," Mourinho told Yahoo!.
"Zlatan? Everybody would love to see him there, but Sweden couldn't make it.
"Gareth Bale is another fantastic player that I think everybody would enjoy seeing there, but Wales also couldn't qualify.
"There are others. I have in my team the best goalkeeper in the world (Cech) and he's not at the World Cup."