The Argentina striker has penned an improved contract through to 2016.
"The truth is that I am very happy with my contract extension and that I will be staying in Madrid. It was something I was waiting for with a lot of anticipation and really helps my psyche," he stated.
"It is a pity that Pellegrini has left because I felt very good working with him. He is a good person. But without any doubt, a coach with a history of success is coming in his place.
"He [Mourinho] is a winner and everything he has won with other clubs is going to take hold at Madrid. We have to work with him and him with us. I am very enthusiastic with what is in store at Madrid, but right now I have my head in the World Cup.
"As for going to the World Cup, I can only say it is a dream come true. Four years ago I was watching and thought, 'How incredible it would be to be there'. Now it is hard to believe I am realising that dream."