Mourinho hinted after that victory at the Santiago Bernabeu it would be his last match in charge and he officially departed less than a week later to take over at Real Madrid.
Despite happy memories of his time in Italy, he doesn’t see a return to the game there, although he says it was hard to leave.
"My future? I don't think it will be in Italy," he told Italian TV show Tiki Taka.
Opening up on his exit from Inter nine years ago, Mourinho said: "Inter is my home, my family.
"[Massimo] Moratti is a friend, my president. The story of the treble was fantastic.
"After [the final in] Madrid, if I returned to San Siro to celebrate, I would never leave Inter. When you say goodbye to a family it's a hard thing to deal with.
"That night I already knew I was leaving, I couldn't say no to Real Madrid for the third time."
He lasted three years in Madrid, winning La Liga in his second season before falling out with several players, including Cristiano Ronaldo, and leaving by mutual consent.
It was a similar story of early success and later dressing room rifts in his second spell at Chelsea, who he rejoined after leaving Real. Again he won the league title in the second season of a three-year stay, before rumoured clashes soured his final year.
His latest job ended in acrimony, sacked by Manchester United in December after a torrid start to the 2018-19 Premier League season
A number of clubs have been linked with Mourinho in the nine months since, including former employers Inter prior to their appointment of Antonio Conte in May.