The Spanish champions have made a less than impressive start to the season, picking up just 10 points from their opening six games.
However, despite their poor form, Mourinho believes that they are on the right path once again. The Portuguese coach also revealed that he has changed "a few things" to help his players realise where they were going wrong.
"I have confidence in my players, I always do. When you are working well, you are always going to be more confident. I have complete faith in the team," Mourinho told reporters at a press conference.
"Our recent improvement is down to the players. They have realised that it was crucial to change a few things. We always have to be focused. Now we've changed, things are easier once more.
"I am mainly concerned about putting in a good performance. We have made significant improvement and want to reach the same level again that helped us win the title."
Real Madrid lie in sixth place in La Liga, eight points behind their rivals Barcelona, who top the league.