Mourinho is being linked with a return to Chelsea.
But he told Sky News: "Every time I come and people see me shopping, people start immediately making connections about a return and I feel it a little bit because I say every day I love it here and I have a fantastic time, and that I will return one day so, to be fair, I give a little contribution to the speculation.
"But at the end of the day I am in Madrid and very committed with ambitions for the club for the rest of the season.
"We are in the last eight of the Champions League and we have a final against our rivals Atletico Madrid.
"People who know me know I am professional and that in this moment I only think of Real. "