The 27-year-old missed a glorious chance to fire his side ahead in the second half of their loss to Germany at the Maracana, and that was to cost La Albiceleste as Mario Gotze found the net in extra time to fire Joachim Low's men to the title.
Despite his below-par performance the Portuguese is adamant that Messi will still go down as one of the all-time greats.
"It's easy to respect him when he has won but when he has lost, it's not so easy," Mourinho told Yahoo Sport.
"He is still a historical player. He does not need to be world champion to be a historical player, especially in this last decade.
"For me Pele is Pele and Maradona is Maradona. It's not for me to compare players from different generations. Maybe because he is from the same generation as when I was born - for me Maradona is Maradona."
Messi won the Golden Ball on Sunday as recognition for producing the best performances at the World Cup.