And with Mallorca goalkeeper Dudu Aouate turning in a wonderful display, there was no way through for Madrid's star-studded team.
Mourinho said afterwards: "In defence we have not had any problems and that is very good because we had many players in attack and leaving the counterattack open to Mallorca. In spite of that we have been very good, we had no problems.
"We had a huge number of scoring chances, especially in the final stretch, when it is harder psychologically because players feel they are running out of time. We did enough to win the game. With five or six chances, I think we did enough to win.
"We are far from our best version. When you're not at your full potential you have to do two things: to defend not to concede goals and take advantage of opportunities to score. That is what to do now because in the next fortnight we are not going to be able to work hard. The players are now with their national teams. When they return, Osasuna comes in two days and then two days after is Ajax ... not enough time to work and the risk is losing points.
"It is therefore important to be right at the back and score a goal for three points. So I am disappointed about not taking advantage of the chances but I'm not the type of coach who blames the player who fails to get a goal or in defence costs us going a goal down."