Mourinho is under increasing pressure after a series of disappointing Inter performances and a row with striker Adriano.
But Figo insists: "A coach can give out an image that is not so true. So we are calm. We are absolutely calm, nothing has changed since the start of the season.
"Look, we are first in the league and in the Champions League."
Figo added: "Adriano? These are internal issues that we must resolve among ourselves, so I do not want to say anything about that."