Mourinho claimed on Tuesday he had been bereft of fortune in previous matches at the last four stage after twice losing to Liverpool (in 2005 and 2007) - when at Chelsea - and again to arch rivals Barcelona last season - a defeat he blamed on a UEFA conspiracy.
Madrid go into Wednesday's second leg with Bayern Munich at the Bernabeu 2-1 down with a place against either Barca or Chelsea the prize for the winner.
"Overall I have not been lucky in semi-finals of the Champions League," he said.
"I lost one with Chelsea (2005) due to a goal that wasn't a goal, the ball didn't cross the line. Another season (2007) we lost on penalties and when you lose a semi-final on penalties it is due to bad luck and I lost the semi-final last season because of what everyone knows."
The Portuguese admits he also has more interest than usual in the other semi-final due to Chelsea's involvement.
He said: "If it were Barcelona against Milan or Arsenal or any other team then it wouldn't matter to me who progressed, I would want the best team to win, but because it is Chelsea I feel slightly different.
"I would like it if the luck went to my old players."
Despite the Clasico victory at Barca on Saturday night virtually assuring Madrid of their first Primera Division title since 2008, speculation continues to suggest Mourinho could quit the club in the summer.
But the former Porto and Inter Milan boss insists he plans to stay.
"At the moment my future is not important, but I think I will be here next season," he added.
"I have a contract and once we arrive at the end of the season I will have time to speak with the players and the directors and we will decide what is best for me, for the club and for the squad.
"It is better to stay at a club for four or five years."
Mourinho was quick to point out that it was not the time to discuss individuals, however, something he was keen to stress with Sergio Ramos, Xabi Alonso, Fabio Coentrao and Gonzalo Higuain all one booking away from missing the final through suspension.
"A player can't be an egoist," he said.
"The important thing is that Madrid are in the final. I would sign now for me to not be in Munich (where the final is being staged) and stay back in my house if it means the team reaches the final.
"I hope that the referee is sensible enough to not show yellow cards that can be avoided."
Mourinho is confident his players will handle the occasion against Bayern, just as they did at the weekend.
He said: "I don't know if the Champions League is more important than the league, because the best team always wins the league and this isn't always the case in Europe.
"However, the final of the Champions League is the most important thing in football.
"Tomorrow is almost like a long-awaited final, but I see calmness in the players. I don't like an excess of emotion, nor a lack of it."
Mourinho has named a 20-man squad for the clash, with Ricardo Carvalho, Lassana Diarra, Nuri Sahin and Hamit Altintop omitted.