"That's life," he said when asked about how he and his players were coping after the 3-1 defeat to Atletico Madrid on Wednesday.
Mourinho was speaking at his press conference ahead of Chelsea's match this Sunday with relegation-threatened Norwich City—a game that could see them return to the top of the Premier League for at least 24 hours.
There were some frosty moments when the subject of Eden Hazard's recent comments was raised, yet when discussing his team's season, Mourinho made it clear he is happy with how Chelsea's campaign has gone, despite missing out on European glory.
"[The players] come back like they have to be," he continued. "Obviously not jumping, but with the feeling tat they had a good Champions League campaign.
"They did everything they could [...] I don't think it's been a bad season; I think it's been a transitional season, and to arrive where we did is very good.
"In a transitional season, to fight until the last moment for the title and reach the semi-finals of the Champions League is a good step."
And he is right.
Rather than revelling in their own self-pity, Mourinho and his players should be happy with how 2013-14 has seen them succeed beyond their means.
It's easy to point to money and the cost of this Chelsea squad, but how much a player costs is only half the story.
Mourinho arrived at Chelsea last summer with his main objective to unite the club, as he did during his first spell. The aim was to get Chelsea moving again, and in that sense, the mission has been accomplished.
Back when he first took charge, he created a Chelsea team that won back-to-back Premier League titles, four FA Cups and the Champions League, among others.
Sure, there were different coaches who led them at different times, but it was the Mourinho model they all turned to in order to get the best out of their players.
Now he is back rebuilding it.
These past few seasons, Chelsea haven't resembled a team. It's been a squad packed full of international talent—much of it signed at a premium—yet they have lacked an identity.
This year, Mourinho has helped restore it.
This has been Chelsea's best Premier League campaign since they last won the competition in 2010.
They dispatched an Arsenal side that has the benefit of playing under a manager who is the league's longest-serving, while Brendan Rodgers at Liverpool himself is in the second year of his Anfield project.
Chelsea's biggest failure in recent times is the club's failure to identify a manager with the credentials to build a dynasty and serve for a prolonged period.
They probably had that man in Carlo Ancelotti, but after just two seasons in charge, he was shown the exit door, just like so many before and after him.
In Mourinho, they have returned to the manager where it all started, accepting the folly in allowing him to leave when he did, his job half done.
The team Mourinho inherited, though, was in stark contrast to 2004's squad. The club has suffered from years of managerial changes, years of of signing players and overloading certain positions.
It's meant they have lacked balance, and going without a league title in three seasons—four including 2013-14 if they aren't crowned champions—highlights that very fact.
Success has had to come by way of the cups, and cup football is simply about who is best on the day. It's the league that remains the ultimate test over the course of a season, and the Blues have often been way off the pace.
Wherever they finish this term—third, second or even first—it's an indication of the balance Mourinho has brought back. There have been some major casualties along the way—think Juan Mata, twice Player of the Year before being ruthlessly sold for £37.1 million—but Chelsea now have an identity once more.
It's an identity that will evolve with time, too. Mourinho has stripped it back, and this summer, he's going to be reapplying the layers, each one at a time.
"The only thing I can say is that the market is closed. It opens in the summer," Mourinho explained when questioned on his transfer policy in the coming months.
"Chelsea will be quiet and calm in that period, we are not going to be the noisy team buying and selling, we won't be that kind of club."
What they will be is a club back on the rise, and for that reason, 2013-14 will have been a roaring success.
Garry Hayes is Bleacher Report's lead Chelsea correspondent and will be following the club from a London base throughout the 2013-14 season. Follow him on Twitter @garryhayes.