Mourinho's side have only netted eight goals in their six league and Champions League matches despite having the opportunities to score many more times, and the Portuguese knows it is a pressing problem.
"We created so many chances, some very good, and obviously I'm worried because you need to score to win," said Mourinho.
"Every point counts, but for us every game we play is one we have to win. So these are two points less than we could have. We're not happy about earning only one point because we must win every match."
He added: "Defensively we are a very solid team, we have only conceded one goal in six official games. There is no problem tactically, but we aren't scoring. It's not due to the quality of the players because we all know they are players with lots of goals in them, but at this moment we can't score. That's my only concern."