Alexis produced two assists on debut for the 4-0 FA Cup win.
Mourinho said, "I was impressed with his [Alexis's] attitude and I think I did my job well in the fact that I told the players that they should be ready [for a tough game] and never react. At times in these type of games, the top players lose their heads, that balance and they are punished.
"I understand the referee's decision not to show the red card [for Nathan Smith's challenge on Alexis] because this is a special day and 10 against 11 in that moment of the game, it is probably game over so I understand his decision.
"But we love the FA Cup, we love to come to these stadiums, but the players do need a little bit of protection. The good thing with Alexis is he is a tough guy, he has a good mentality and I am happy with everything he did. He was keen to play. I knew that was going to be difficult, it wasn't going to be an easy one for him. But I am happy with his performance today."