The French champions have a worryingly strong record against Madrid - eliminating them in the last 16 of the competition last season and have yet to taste defeat at the hands of the Spanish giants in their last six European encounters.
But that has not ruffled the Portuguese's feathers as he is in supreme confidence in helping the club avoid last season's fate and hopefully go all the way to the final at Wembley on 28 May.
"They're tough opponents, who know how to play this kind of match, but we are Real Madrid," said Mourinho in FIFA.com.
"The statistics are against us but they are figures from the past. If we think it'll be easy, we'll be in trouble. But we don't think that. If we believe that everything will be decided tomorrow (Tuesday), we'll be in trouble. But we don't believe that."
He added: "We are ready and convinced of our qualities. We're not attached to the past and we respect our opponents for what they are today.