The Blues managed 17 shots against Sunderland in the course of Tuesday night's Capital One Cup quarter-final tie at the Stadium of Light, but lost 2-1 in extra-time.
After forging ahead through Lee Cattermole's own goal early in the second half, Chelsea had a gilt-edged chance to extend their lead when Samuel Eto'o was left one-on-one with Vito Mannone - but he sent his low shot wide of goal.
Further opportunities came the visitors' way, but a late goal in normal time from Fabio Borini forced extra-time and another substitute, Ki Sung-Yeung, won the tie for the Black Cats in the closing stages.
Afterwards, Mourinho told Sky Sports: "I think they played very well.
"It is the same story of Stoke, of Everton, of every match we lost.
"We never lost a match because the opponent is stronger than us.
"We don't kill the opponent, we give them life. It's always the same."
The Portuguese was clearly frustrated by the comparison of the ruthlessness of his current side and the one he previously led at Stamford Bridge.
"I cannot answer this question," he said.
"I think we are in front in terms of quality of the game.
"It's about results, about scoring goals but you see every game we are in trouble."
Chelsea return to action on Monday night when they take on Premier League leaders Arsenal in a crucial clash at the Emirates.