The Portuguese Coach was confirmed at the start of the week by President Florentino Perez as having agreed to leave the Santiago Bernabeu at the end of the season by mutual consent.
When watching his son play at local side Canillas yesterday evening, the 50-year-old reportedly offered his first comment since.
“I’m going to London, where I am wanted,” La Razon allege Mourinho as reflecting.
“If you pick up a newspaper, you will see that here no-one wants me.”
Mourinho was pushed for comment on Carlo Ancelotti, seen as Madrid’s first choice to replace him.
“Carlo is a nice guy, he is a nice guy.”
Mourinho has been strongly linked with a return to Chelsea this summer.