Carvalho played under Mourinho during his first spell as Chelsea manager and at Real Madrid.
Speaking to the Daily Mail, the defender says that losing is just not an option for the former Porto boss.
Carvalho said: "When he loses, he can't live with that. He can't live with a defeat and you feel that in him.
"After a match when you have had a bad game, the next day is a difficult day to work with him. He doesn't say much but when he speaks, he has to criticise and say what he thinks about your performance. He makes you feel like you have to improve.
"Sometimes he criticises you in front of the other players, at other times he says it to you alone. But he is only saying what he thinks, what he sees and what is true for him. He doesn't say it to blame you, he says it to help you.
"I never took it personally. You can tell him what you think, too, and he will respect that."
Chelsea start their Premier League campaign with a home game against new-boys Hull City on Sunday, August 18.