Milito enjoyed an outstanding season under the Real Madrid coach last term.
"It's not easy to speak about Jose Mourinho because I have great affection and admiration for him, he is special," the 31-year-old told FCInternews.it.
"I remember a game against Cagliari, we were losing and he spoke to me. I scored two goals in the second half and we won.
"After having him as my coach last year and winning everything, which was very difficult, we have to adapt to the new coach."