Goals from Gary Cahill and Ramires had sent the hosts into a 2-0 lead in the fourth-round clash at Stamford Bridge, but Jonathan Stead, Filipe Morais, Andy Halliday and Mark Yeates all found the net to seal progression for Bradford in one of the most remarkable cup upsets of all time.
And, while insisting he has no regrets over the way he approached the fixture, Mourinho - who went into the Bradford changing room after the match to congratulate the triumphant visitors - was at a loss to explain why his side were unable to pick up a victory.
"I don't feel so upset with myself because I did my work properly," he told BBC Sport. "I thought I prepared my players.
"At half-time, I told them exactly what could happen. Obviously I am also responsible for that, but the reality is that this happens a lot of times in this country.
"Never to me. It is the first time it happens with me in English football.
"What happened is football and football is beautiful. I think this is the beauty of football where a much better team can lose, which is difficult to happen in another sport and more possible to happen here in this country and this sport.
"The small-team mentality is special. My respect goes to that and to them, they did a fantastic history for them and their club.
"I repeat a word I used before this match - it's a disgrace for a big team to lose to a small team from a lower division.
"We must feel ashamed, me and the players must feel ashamed. Frustration is not the right word, embarrassed would be more appropriate."
