The Portuguese, who attended the game, hopes that the tie lives up to expectation.
"It's the match the world is waiting for," Mourinho told MUTV. "People think we will be under pressure because a big team will be out but it's the kind of match we want.
"People are not waiting for any other game. I hope we give them what they want."
Mourinho also spoke of his close relationship with Sir Alex Ferguson as the two prepare to face off once again.
He continued: "I feel privileged about that because he is such an important person in the world of football, and more importantly, he is a good person.
"Of course I want to win and he wants to win. I believe the loser will have a little space to feel happy because of the friendship. But make no mistake, I want to win."
United face Madrid at 7.45pm on Wednesday evening.