Mourinho spent more than eight seasons combined in England's top flight, across spells with Chelsea and Manchester United.
The 56-year-old has also coached in his native Portugal was well as Italy and Spain with Inter Milan and Real Madrid respectively.
Mourinho also believes that the media pressure, along with strict rules such as those over comments on match officials, made his time in England more difficult than anywhere else, despite his three Premier League triumphs with Chelsea.
"I lived in England most of those years [the 15 years since he left Portugal]," Mourinho said.
"I also spent some years in Spain where we walked there in the same habitat. I usually have people talking about it, more polemic, less polemic, more aggressiveness, less aggressiveness, but they are people of great credibility and you have great names in football to discuss about football.
"But in England it's day and night. For example, I've sometimes felt caged because you can't even comment on the referee before the game.
"I was punished for pre-match statements and statements such as, 'I hope the referee is very well, that he resists pressure from Anfield, that he has an excellent performance'. This is forbidden. This is considered to somehow induce the referee, put some kind of pressure on him.
"Even speaking well of the referee, as I did, I was punished."
Mourinho was sacked by United in December and replaced by Ole Gunnar Solskjaer, and the Portuguese is yet to return to management.