Mourinho was barracked by the home crowd during their Copa win over Celta Vigo.
"The manager said it, the fans do what they believe. He is in charge of working and getting the best for Real Madrid," said Mourinho.
"Being with him you are aware of what he does. And if the fans whistle it's because they are not happy. We are here to work and that's the way we've done it for the last two and a half years."