Mourinho thinks that group winners should fear the prospect of facing his team in the Champions League knockout stages if they fail to overtake Dortmund in the final two games.
He told reporters: "If we qualify, if this is the most difficult group and we end up second, then, that's a problem for the other teams that end up first in their groups.
"The two times that I've won the Champions League my team ended the group stage in second place.
"There is no drama here. We played a great game versus Manchester City and today it's been another great game."
Madrid can secure their place in the last 16 if they beat City at the Etihad in their next European match.