The Blues led deep into stoppage time in Prague thanks to Eden Hazard's strike early in extra time, but a goal in the final seconds of added time from Javi Martinez sent the UEFA Super Cup to penalties.
Mourinho believes that Chelsea players and supporters should take only positives from their display against the treble winners, particularly considering their resistance with 10 men in the closing stages after Ramires was dismissed.
He told ITV Sport: "The best team lost. We went to penalties and lost but the best team clearly lost.
"We played with 10 men against the European champions for a long long time and were the better team, we only have reasons to be proud. I prefer just to say that the best team lost. I don't remember a better Super Cup than this.
"I think the team must be sad now but at the same time I think to play like we did against the champions of Europe you have to believe any opponent you play against you can play the same way."