The Portuguese has tasted defeat in several penalty shootouts -- notably losing Champions League semi-finals with Chelsea in 2007 and Real Madrid in 2012 -- and says that they are ultimately a lottery.
"Don't speak about penalties with me because I always lose on penalties!" said the Portuguese, who is working as an analyst for Yahoo! during the World Cup.
"The only time I won was the (Italian) Super Cup with Inter Milan, when we beat Roma on penalties. Imagine how lucky I was -- (Francesco) Totti missed a penalty!
"Also, I didn't look at this and did it by instinct. We did everything we could do. My final conclusion? It's what He wants," he added, pointing to the skies.
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"At Madrid I didn't win the Champions League because Ronaldo, Kaka and Sergio Ramos missed penalties (against Bayern Munich in 2012)," Mourinho continued.
"It was not somebody who didn't want to take the penalty, somebody who was shaking because they didn't want to take it and had never taken a penalty in their life. No, it was the best penalty-takers.
He added: "With Chelsea in the semi final against Liverpool (in 2007), it was exactly the same. We had everything organised -- the first, second, third, fourth and fifth.
"The best penalty-taker all season in training -- never missed a penalty, amazing strikes -- was Geremi. Ten minutes before the end of the game I brought him on for penalties, and he missed!