Mourinho finished only with the Spanish Super Cup this term.
He said: "My career has been over many years, not just one. I don’t know anyone, however good they are, that always has fantastic seasons. This is the worst season of my career, with a title that is not enough for me or a club like Real Madrid. It is a bad season, with a final, a semi-final, a second place and a Super Cup. What for many would be a good season is my worst."
When asked whether he feels that he has failed at Real Madrid, he said: "I have failed this season. In the first season to win the cup after many years, reach the semi-final for the first time for a long time and fight until the end in the league is not a failure. Neither is in the second season, having won the league against the best team in the world and to win it like we did.
"We lost in the Champions League on penalties in the semi-final and I cannot take penalties. The third season has been a disappointment, a failure or whatever you want to call it."
He added: "It has been my worst season. For many it would be good, but it's bad for me because I have never not won a big title. The Super Cup is little return and when responsibility falls to a single person, you can say that I have failed this season."