The two sides finished goalless at the Vicente Calderon Stadium on Tuesday, with the Blues adopting a defensive approach with three in central midfield, Ramires on the wing, and plenty of men behind the ball.
However, Mourinho has insisted that it was the events during the match which forced Chelsea to play the way that they did and not a premeditated tactic to sacrifice their attacking play for a clean sheet.
The Portuguese did stress the importance of the Londoners securing a result which keeps them firmly in the tie ahead of the reverse fixture against the La Liga leaders at Stamford Bridge next week.
"We didn't start the game thinking of a 0-0," Mourinho told reporters. "But the game goes in a certain direction where you feel you have to be safe, don't concede and try to score in one of the few chances you create.
"If we score one goal in one of those situations the result would be very good. We didn't. We go with a result that decides everything at Stamford Bridge."
Chelsea had only 31% possession and two shots on their loanee Thibaut Courtois's goal in Spain.