Mourinho took over at Inter Milan after having been axed from his job as Chelsea manager by club owner Roman Abramovich.
The Blues lost 1-0 against Inter Milan at Stamford Bridge, something that secured Inter Milan a 3-1 aggregate triumph.
He said: “It’s a victory as a group and a very important one for me as a coach, but not the victory of my life. That will be in the future.
“I’m so happy because of the way my team played. It was difficult for me to come here as an enemy where my ‘home’ is, here at Chelsea.
“Yesterday someone asked me if I would still be special if I lost here. Today I’m not so special for Chelsea supporters who will probably never forgive me.”