The 2-2 draw was snatched at the 93rd minute with Pedro Leon after Pippo Inzaghi had come off the bench for a brace.
"The first Milan goal came from Pepe slipping over. The second was obviously offside and beyond doubt. But I don't want to talk about the referee," Mou told Sky Sport Italia.
"I prefer to say Real played a great game, that in the first half - like in Madrid - they put in a wonderful performance.
"Milan are not fantastic in terms of their football, but their character is remarkable with people like Inzaghi, Gennaro Gattuso and Clarence Seedorf who for years have been playing in the Champions League. Madrid were in control, but they had the character to hit back."
The Rossoneri thought they had done enough to secure the victory, but at the 93rd minute Pedro Leon sprung the offside trap to nutmeg Christian Abbiati.
"There was no way Madrid could leave this stadium with a defeat, so the late goal was entirely deserved," continued Mourinho.
"Our team is very young and has to grow, but has immense potential. Tonight we proved our talent and that we are still a little naïve, so we have to be more cynical to win the Champions League."