Mourinho is putting the European Cup ahead of any domestic success.
"Madrid are looking for a 10th title, which is an impressive figure," he told Sky Sports.
"I am seeking a third with a different club, which would be very special to me, but ambitions are calm and controlled, and we will succeed. The European Cup is the 'Special One'.
"When I won the Champions League with Porto the next day was another day in my life. I don't like to celebrate because I always think it will not be the last, that there is another just around the corner.
"So I won, I kissed the cup and I went home."