Mourinho's men fell to a 2-1 defeat after extra-time at the Stadium of Light, having led 1-0 and spurned a host of second-half chances prior to Sunderland grabbing a dramatic winner through Ki Sung-Yueng in the 118th minute.
Chelsea appeared to be heading for the last four through Lee Cattermole's own goal, which was confirmed by the use of goal-line technology.
The visitors subsequently saw chances for Samuel Eto'o, Demba Ba and Andre Schurrle go begging, before Fabio Borini drilled home an 89th-minute leveller.
Borini - a substitute for Adam Johnson - then provided the assist for Sunderland's second when his lay-off found fellow replacement Ki, who showed composure to slot past Mark Schwarzer.
A dejected Mourinho told Sky Sports: "I think we played very well. Once more the quality of football we produced is amazing - what we do with possession; the way we play; the way we create."
"But it's the same story of (losses to) Stoke City, Everton. Every match we have lost we never lost because of how we play or the opponent was stronger than us.
"We didn't kill the opponent. We gave them life. Every opponent knows they can score a goal and change the truth of the result. We had fantastic chances to score and didn't. The same story is repeated.
"I think we are in front in terms of quality of our games, but football is about results and scoring goals.
“In this moment we don't kill every game. Sometimes we lose matches we shouldn't."
