Wednesday's 4-1 Champions League win over Ajax was Madrid's fourth successive win in all competitions, while last week they also thrashed Millonarios 8-0 in the Santiago Bernabeu Trophy.
Madrid coach Mourinho, who questioned some of his players' commitment a few weeks ago, said: "Winning these consecutive matches is important for our aims and our confidence.
"The team was focused (against Ajax), playing at their best with good individual movement and as a team. We played a very good match and we have to keep going.
"We cannot win every match but with this attitude, commitment, and approach to matches, individual quality becomes collective quality and it is normal that the results start to come and that the team improves."