He emerged after a brief hearing at a court in the Spanish capital Madrid to say he had paid a fee to settle accusations.
He had been accused of owing nearly €3.3m (£2.9m, $3.8m) in undeclared image rights revenue.
The Spanish authorities began the image rights case against Mourinho in June.
"I left Spain in 2013 with the information and the conviction that my tax situation was perfectly legal," Mourinho said after Friday's hearing.
"A couple of years later I was informed that an investigation had been opened and I was told that in order to regularise my situation I had to pay X amount of money.
"I did not answer, I did not argue. I paid and signed with the state that I am in compliance and the case is closed."