Dortmund were the better team in Germany. There's no shame in that, because Jurgen Klopp's bold collective will assume that role more often than not—such is their work ethic, organization and the attacking exuberance at their disposal.
Those who report the result as a "shock" are wildly off-target.
Dortmund beat Bayern Munich to the Bundesliga title last season. They emphatically deserved to beat Premier League champions Manchester City at fortress Etihad, at the start of October (City escaped with a draw).
From what we've seen last season and this, Dortmund's youthful crop are genuine contenders. They will take some stopping in the Champions League this season.
Which is all the more reason why Mourinho will be cursing a lax, error-strewn defensive performance, and an attacking effort that fell a long way short of what you might expect from the resources Madrid had on the field.
Dortmund's first goal was the result of a careless pass from Pepe—the defender's third bad moment in a matter of minutes. Robert Lewandowski was the beneficiary, and the striker would turn down other gifts before the night was over.
Dortmund's second was a defensive horror show, too. Mario Gotze danced his way unchallenged down the side of the penalty area, his cross was diverted by a weak Iker Casillas punch to Marcel Schmelzer and the fullback had far too much time to direct a drive into the bottom corner.
That was the 64th minute. It summed up Madrid's lack of defensive authority perfectly.
Mourinho's team have now lost four of their last seven games on the road, conceding eight times along the way. If the Special One has realistic hopes of winning the Champions League, that kind of form simply won't do.
Neither will his team's lack of sharpness in the final third.
Madrid mustered just two shots on target against Dortmund—the first Cristiano Ronaldo's well-taken goal, the second from Angel Di Maria, who did little to suggest he can be a serious force in Europe this season.
For all Madrid's attacking riches—Ronaldo, Di Maria, Modric, Mesut Ozil, Gonzalo Higuain and Karim Benzema were all reeled out at BVB Stadion, Kaka was not—they rarely looked like a team with cohesion going forward, or a recognizable plan of attack.
Not for the first time this season, they was a disjointed feel to it all. It's as if Madrid are missing that one player to pull everything together. Perhaps that man will arrive in January?
In contrast, Dortmund are just fine as they are.
Gotze and Marco Reus both lived up to their billing. Buzzing with invention, the much-feted young pair took possession at every opportunity, and it was Gotze's elusive wing play that ultimately led to Schmelzer's deserved winner.
For the German champions, reason for endless optimism. For their Spanish equivalents, reason for concern.
Fortunately for Madrid, with Manchester City losing to Ajax, the result in Germany did minimal damage to their prospects of reaching the knockout round. The "group of death" is looking increasingly like a wake for Ajax and City.
Dortmund and Madrid, as many predicted, are now clear favorites to advance.
The question for Mourinho is what he can do to better prepare his team for similar tests ahead. He needs to do something, because on this evidence it is unquestionably Dortmund, and not Madrid, teams will fear more.