Mourinho's remarks came as he compared the task he faced in Spain - where he won one LaLiga, one Copa del Rey and one Spanish Super Cup - with his current challenge as manager of Manchester United, who are in the USA along with Real for the pre-season International Champions Cup tournament.
Prior to kick-off at San Francisco's Levi Stadium, the pair were spotted shaking hands and sharing an embrace in the tunnel as the Real Madrid team made their way out on to the pitch.
The 35-year-old Swede, who is recovering from a serious knee injury, was released by United at the end of last season but Mourinho has opened the door for a return.
Mourinho ideally still wants a further two players, with Tottenham defensive midfielder Eric Dier, Chelsea's Nemanja Matic and Inter Milan winger Ivan Perisic linked to Old Trafford.
Mourinho: "At Madrid, I nearly had to beg them to let me go. I don't think that at United is going to happen, because I don't want to go". "It was something I had a chance to do twice before and didn't".
The Portuguese returned to Chelsea for a second spell a month later before moving to United for the start of the 2016-17 season. I was not in love with my life there.
The superstar playmaker has won three Champions League titles in four seasons with the Los Blancos but in the last campaign, he was mostly injured.
But Mourinho has repeatedly denied any interest in bringing Bale back to England, admitting it would be "mission impossible" to land the forward.
United has already paid £75 million for Romelu Lukaku this summer, buying the 24-year-old Belgian striker from Everton, but the possibility of signing Bale would be hard to resist.