Under Mourinho's guidance, Madrid ended Barcelona's run of three straight LaLiga titles, setting records for most goals (121) and points (100) in a single season.
But they fell in the Champions League semi-finals, losing to Bayern Munich – who were beaten by Chelsea in the decider – on penalties.
"That season, Real Madrid were the best team in Spain and also the best in Europe," he told Marca.
"That's why it was so hard for us to deal with going out to Bayern in the Champions League."
Mourinho said the way Madrid ended Barcelona's LaLiga run was important, although the club have won just one league crown since – in 2016-17.
"Ending that Barcelona dominance and doing it by achieving a record points tally and a record goals tally like that makes it even more interesting and important because we did it in the best way possible," he said.
"It wasn't only that we won LaLiga, it's that we did it in a way that made history."