Callejon was snapped up from Espanyol earlier this summer.
The former Castilla star said: "I am delighted by the debut, the goal and the victory. Without the help of my colleagues it would not have been possible. It's a dream come true.
"Being here is a luxury and I use this chance to keep growing as a player.
"Mourinho? I'm working perfectly with him as I have shown, this is why he is the best coach in the world. "