Eusebio's death was confirmed on Sunday morning at the age of 71.
"He's unique in our country," Mourinho told BT Sport.
"He's one of the greatest in the history of football, but for our country he's much more than that.
"Irreplaceable - his place in the history of Portuguese football, but more than that in the history of our country.
"He's a man that doesn't belong to Benfica, doesn't belong to a club, he belongs to a country and I prefer to say that people like him are immortal, because their history and their legacy remains forever.
"So of course I'm very sad, especially my assistant Silvino [Louro] because Eusebio was his coach for a long time, but I'm not so sad because I really feel that he's immortal for our country."
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