The west London side took an early lead through Samuel Eto'o, but was pegged back by a Connor Wickham tap-in. Fabio Borini claimed all three points for the visitors from the penalty spot late on - a strike that ended a 77-game league unbeaten run at Stamford Bridge for the Portuguese.
The Chelsea dugout was furious with the decision to award a penalty, with assistant boss Rui Faria sent to the stands for his protests, and Mourinho was clearly still incensed with the decision afterwards, making a brief statement before declining to answer any further questions.
"I have only four things to say," the Portuguese announced to Sky Sports.
"Congratulations to my players, because they gave what they have and what they don't have. Congratulations to Sunderland, because they won.
"Congratulations to Mike Dean, because he made a fantastic performance. And congratulations to Mike Riley, because what they did during the season was fantastic for the way the championship is going.
"So congratulations to all of them and I have nothing more to say."