The Portuguese has tasted defeat in several penalty shootouts -- notably losing Champions League semi-finals with Chelsea in 2007 and Real Madrid in 2012 -- and says that they are ultimately a lottery. (Agencies)
"Don't speak about penalties with me because I always lose on penalties!" said the Portuguese, who is working as an analyst for Yahoo! during the World Cup.
"The only time I won was the (Italian) Super Cup with Inter Milan, when we beat Roma on penalties. Imagine how lucky I was -- (Francesco) Totti missed a penalty!
"But I lost so many times. I did everything: I trained, I didn't train. I analysed opponents' penalties going back years, the percentage of where they take the penalty, the percentage of where the goalkeeper goes or doesn't go.
"Also, I didn't look at this and did it by instinct. We did everything we could do. My final conclusion? It's what He wants," he added, pointing to the skies.
"At Madrid I didn't win the Champions League because Ronaldo, Kaka and Sergio Ramos missed penalties (against Bayern Munich in 2012)," Mourinho continued.
"It was not somebody who didn't want to take the penalty, somebody who was shaking because they didn't want to take it and had never taken a penalty in their life. No, it was the best penalty-takers.
"They all came to me and said: 'I want to be the first, I want to be the second, I want to be the third!' OK then, go! That's why I didn't win the Champions League with Real Madrid."
He added: "With Chelsea in the semi final against Liverpool (in 2007), it was exactly the same. We had everything organised -- the first, second, third, fourth and fifth.
"The best penalty-taker all season in training – never missed a penalty, amazing strikes -- was Geremi. Ten minutes before the end of the game I brought him on for penalties, and he missed!
"One player who was out of the list was (Arjen) Robben. He came to me and said: 'Put me number one, 100 percent it's a goal.' "OK, I let him go number one, and he missed! There's nothing you can do man! I keep saying I'm going to win a competition on penalties, a big one," he said.
The Portuguese has tasted defeat in several penalty shootouts -- notably losing Champions League semi-finals with Chelsea in 2007 and Real Madrid in 2012 -- and says that they are ultimately a lottery.