Oussama Assaidi's stunning 90th-minute strike gave Stoke all three points after Chelsea striker Andre Schurrle had seen his opener cancelled out by Peter Crouch and Stephen Ireland before scoring a second of his own.
The defeat keeps Chelsea four points adrift of Premier League leaders Arsenal, a gap that could be extended when Arsene Wenger's men face Everton on Sunday.
And the Portuguese blamed his side's profligacy in front of goal for their third loss of the Premier League season.
"When you play so well and it is so easy you find spaces, and when the three players behind the strikers were playing so well, you have to kill the game, and we didn't," Mourinho said.
"We played amazingly well at the beginning of the game, (Juan) Mata, (Eden) Hazard and Schurrle played very, very, well.
"But we didn't score enough goals and, on top of that you make defensive mistakes and you concede.
"I think this team, is a team that has to score goals, has to capitalise on the production and the way we are playing, because after that we are not a physical team.
"We are not a team with the conditions to defend against physical teams, so I think we have to score when we have the game in our hands."
Despite this latest setback, Mourinho is impressed with the mentality of his team, although he accepted that their performance in the closing stages was below par.
"I think the mentality is changing. The team wants to attack, the team wants to have the ball and the initiative," he added.
"In the last part of the game we didn't play well, because we started playing in a way they (Stoke) can control."
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