Courtois will line up in goal for Atletico Madrid against Mourinho's Real Madrid on Friday in the final of the Copa del Rey.
The Belgian international has been on loan with Atletico for two seasons since joining Chelsea from Racing Genk, and told the Spanish media that he had not spoken with Mourinho, who is widely expected to be named Chelsea boss again this summer.
When quizzed about Mourinho and Chelsea, Courtois told EFE: "I have not spoken with Jose Mourinho about my future."
Turning his attention to the final, he says it is natural that Real would be favourites.
"For the budget and the players then maybe yes they are favourites, but finals are different," he said.