The Portuguese centre-back has been linked with a move to Premier League club Queens Park Rangers this summer after falling down the pecking order at the Santiago Bernabeu.
"I can't confirm anything with QPR," said Mourinho. "I don't even know if the information is correct or not because they've told me that [Michael] Dawson has signed for QPR for £9m [from Tottenham Hotspur].
"If they've signed Dawson, I don't know if they'll be interested in Carvalho."
Carvalho joined Madrid from Chelsea in the summer of 2010.