The former striker struck twice in victory over Bayern Munich in the 2010 Champions League final.
On Mourinho, he said: “He really calmed us. He was our leader, he knew of the importance of transmitting calm in those moments of tension.
“He knew what that moment meant for the whole Nerazzurri world. I remember before going to the stadium he told us to enjoy that day because we didn't know if we would be able to live it again."
Milito added: "“I'm lucky to have scored two goals in the final, but it was the victory of an extraordinary group. I arrived at Inter at the right time, with a group that had already won 4 league titles in a row."