Rather than place the blame at anybody's footsteps, the Portuguese said that he wasn't unhappy with the way his team played, but rather that his team are being punished for only slight mistakes.
Steven Naismith came on as a substitute to score a hat-trick for the Toffees, leaving Chelsea with just four points out of a possible 15 so far this season, with a match against Arsenal next week.
"[The result was] too wrong for our quality," Mourinho told BT Sport after the defeat. "I am a champion, the players are the champions, the way they are playing is not as bad as the results but in every single game things are going against us.
"We are dominate, dominate, dominate. But everything goes against us. We have to cope with it. Football is about goals, it's about results. It's easy to say and I agree completely, but results are too bad.
"I don't blame my players, I don't blame myself. I don't accept the result.
"I am with the players, I cannot be against them, I cannot have a bad feeling with them, that's what makes me happy. I am happy that tomorrow I have to face them again and train with them and prepare them for the next game.
"I am sorry, until somebody wins the league we are the champions."
Already Mourinho's worst start to a season in his two spells as Chelsea manager, the Blues play their first Champions League game of the season in midweek against Maccabi Tel Aviv, before rivals Arsenal visit Stamford Bridge.
"I have to prepare for next game," he added, when asked if Chelsea are still contenders for the title. "We depend on many things. Ourselves. But when you are eight, nine, 10, 11 points behind you have to wait for other results.
"But the next match [against Arsenal] we are candidates to win that match.
"I'm feeling no pressure. [Even though] The results are worst ever in my career.
"The priority is to keep doing what we are doing. I can't put more pressure on, [the players] have enough sadness, frustration.
"It's very frustrating for them to dominate and lose. We play well and the first mistake we make they have a player alone in the box and it's a goal. The last thing they need is now or for me to put more pressure on them.
"Let's wait for better days, we believe they will come. We are together."
When asked if there may be pressure on his job after the poor start, he said: "I don't think there is a better manager for the job at Chelsea, I feel I'm the man for the job. I'm the man who has led Chelsea to great success.
"But now I'm the man with the bad results, I'm responsible for that. But there is no problem.
"We made a couple of defensive mistakes but normally you're not immediately punished. The problem at the moment is every little mistake we make is punished. We almost have to go back to perfection because we are being punished."
He continued: "Every game is crucial. The Champions League is crucial. We have to face match after match, we can't look at the table.
"We cannot be scared of relegation. BVB were in the relegation zone last season. There is no chance Chelsea will be in the Championship next season.
"But we don't depend on ourselves at this moment. If we win every game from now until the end of the season we are still dependent on other results.
"So now we go match after match and that starts with match one: Arsenal."