Chelsea were left hanging on in the second half after failing to make their dominance pay, and could have conceded a penalty in the dying minutes.
But Mourinho was quick to point out that this type of match is the reason he has returned to England.
He said: "In matches at the Bernebau, Real Madrid win every match and usually very comfortably.
"This is what I missed about the Premier League. This was hard."
And Mourinho felt lucky to have hung on to the three points after Branislav Ivanovic netted the eventual winner in the second half.
"Maybe they deserved a point in the end, it wouldn't have been unfair," he continued.
"They have their style which is not my style. They have a special player in Benteke and they put long balls into him - he makes a lot of fouls as do their defenders so it's difficult to have a game of quality with them.
"But they are good on counter-attack. The moment they get the ball they are very dangerous and can score a lot of goals so we had a plan not to give them chance to counter.
"The long ball game, you can't control. The game becomes ugly, but we fought a lot. The players tried to adapt and gave their life to get the three points.
"Sometimes you have to win on effort rather than quality."