Brazilian playmaker Kaka scored two goals and set up another two while Argentine striker Higuain also set up two and bagged a hat-trick for himself.
Both players are coming back from long-term injuries and made starts as coach Mourinho rested many of the players who had competed in Wednesday's 1-0 extra-time victory over Barcelona in the King's Cup Final.
The Portuguese had one eye on next Wednesday's Champions League semi-final first leg which is also against Barca, but could still call on three internationals to lead the line with Kaka, Higuain and Frenchman Karim Benzema.
"Kaka has played an absolutely fantastic match in a position I like a lot," Mourinho told reporters on Saturday.
"For his confidence it is fantastic, and now with six or seven games left to play we need the best from him. What he does this season will help us to be able to see the best of Kaka next year."
Messi came off the bench to score Barca's second goal and settle the match at the end, but coach Pep Guardiola was left with further injury worries.
"The strength of Madrid is clear," Guardiola told reporters. "Their reserves are Benzema, Higuain and Kaka. They have a very strong team."
