Mourinho replaced the club captain with Antonio Adan for the defeat to Malaga.
Marca says Mourinho is convinced Real are paying for not backing him in the summer market and he wanted to send a message to president Florentino Perez with the controversial selection.
The coach is still smarting over Real's refusal to compete with PSG for Lucas Moura and failure to sign an experience keeper to challenge Casillas.
Sources close to the board insist there's no panic from Perez. While upset with the defeat, Real directors will not over-reach and begin interfering in Mourinho's selection policy, no matter how baffling it becomes.