Real have several players, including defender Sergio Ramos and striker Gonzalo Higuain, out injured and midfielder Xabi Alonso and left back Marcelo will be suspended for next weekend's home game against Sevilla after picking up fifth yellow cards in Sunday's 3-1 win at Real Zaragoza.
"That's football and it happens to us a lot," Portuguese Mourinho, who has clashed with football authorities in his previous jobs in England and Italy, told a news conference.
"It's very easy to show yellow cards to Real Madrid players and not as many to others," he added.
"It annoys me that there are players from other clubs who can protest and we can't.
"In the same way that you have coaches who can leave their technical area and others not."
Mourinho said compatriot and La Liga top scorer Ronaldo, who scored a trademark free kick on Sunday to take his tally for the campaign to 17, deserved better treatment from rival fans.
"Cristiano is a phenomenon and it's hard to understand the way he is treated," Mourinho said.
"Treating a phenomenon so badly makes me think that the championship is not being protected.
"He belongs to the league and to the fans, who can watch him every (weekend).
"He puts on a show and he doesn't get protection from the stadiums, from fans, opponents and referees.
"Even so, he scored another goal today that was one of the best in his collection."
