The Blues won on Tuesday night 1-0 thanks to a Richard Rios own goal. Chelsea also saw Joao Pedro sent off in injury-time.
Mourinho said afterwards: "We had two days between matches and we never trained, we just did recovery in between. One of my strengths on the pitch, if I can say that, is my training - but we didn't have time for that.
"It's a big period of pressure for the players and coming to this match, I just told them there are defeats and defeats. This defeat can be a base for them because we could have come out of here with a draw, which would be a positive for them.
"We were organised, we studied Chelsea well and I think we coped very well with the designs they put on the pitch. We defended very well but then we had a difficult moment with having three central midfielders on a yellow card and a lot of transitions. We coped very well with that.
"The problem is not today's defeat, it is the defeat against Qarabağ. Even with this defeat, we should have three points and now we must find points somewhere. I think today we did enough to get one point but it was not possible. Our team is one that's building confidence - we tried and it was not enough but that's all right. It's still a positive feeling."