Romelu Lukaku's miss in the shoot-out handed Bayern the trophy in Prague after Chelsea had twice led through goals from Fernando Torres and Eden Hazard.
Javi Martinez's equaliser with the last kick of the game sent the match into a shoot-out after Chelsea keeper Petr Cech had pulled off a string of fine saves.
Chelsea had earlier been reduced to 10 men when Ramires collected a second yellow card for a foul on Mario Gotze with five minutes of normal time remaining and Mourinho was in no doubt about who had been the best team.
"They take the cup, but the best team lost," Mourinho told Sky Sports. "For me, we were by far the best team because they had 15 minutes in the second half where they dominated us, but we always had the game under control.
"Even with 10 men, the team played fantastic in that situation and clearly the best team lost."
Regarding Ramires' dismissal, which came about after the Brazilian midfielder caught Gotze on the follow-through, Mourinho was unhappy with the decision.
When asked if the referee was right to send off Ramires, Mourinho replied: "I don't think so. Maybe the television will show a different thing, maybe you have a different opinion or maybe the referee specialist says yes.
"I think there is a very important rule in the game which is passion for the game, and the referee must have passion for the game.
"The game, 11 v 11, would be much better. It was not a situation where Ramires hurt the opponent, it was not a situation where the opponent was on a dangerous counter-attack, it was not a situation where you have to show the second yellow card.
"This is my history with UEFA since a long, long time. I prefer not to say.
"I will stick just with a very clear idea that the best team lost, that's enough."