Wilkins, a former Blues captain and assistant manager, said: "I'm absolutely astounded at what's happened.
Asked if he agreed Mourinho was the best manager in the game, Wilkins added: "I would say that would be a fair comment - obviously they will have to look for someone who can hold the reins.
"Winning football matches is what the game's about and he is a winning manager who puts a winning mentality in players' heads and they go and win things."
Another former Chelsea player, Gavin Peacock, was also worried. He said: "I think that half the team will have been affected badly and it's going to be hard to get that team spirit that Jose managed to manufacture."