Mourinho, who has won league titles in four European countries, has said that he wants to win in as many countries as he can.
"I think being a champion in another country is a motivation for me," BeInSport quotes Mourinho as saying. "I was a champion in four countries, so why not a fifth?
"At the moment, the PSG project is in good hands with Carlo Ancelotti and Leonardo. So, for the moment, Paris does not need another coach."
Real Madrid are currently sixth in La Liga, while PSG are second in Ligue 1.