Having gone into halftime 4-0 ahead, Inter were hanging on at the end as Palermo fought back to eventually lose 5-3.
"Obviously I'm a bit worried and annoyed, as this game should've been over, but sometimes the team loses focus and I don't believe that was the case," said Mourinho.
"I prefer to say Palermo had a fantastic reaction, that Zenga thought he may as well lose by six or seven, so he'd go for it and see what happened."
He added: "It was weird, as usually a team losing 4-0 tries not to ship any more goals, but they fought back and really caused us problems.
"We always want to win, but this season the team steps out on to the field with great intensity and quality. Our start was spectacular today and the way we moved the ball quickly, aided also by the turf, was one-way traffic.
"It's natural to let your mind drift to the next match, but the abnormal element here was Palermo in their attitude. Now we are four points clear at the top of the table."
Mourinho had already stated Zenga was his chosen heir on the Inter bench and reiterated that belief.
"I told Zenga to wait! I have a contract until 2013, he'll improve and grow during his career and when the time comes I'll recommend him to the President."