After the narrow Super Cup defeat to Barcelona, Madrid looked in good form at the season as they scored ten goals in their opening two La Liga games against Real Zaragoza and Getafe.
However, they could only beat Dinamo Zagreb 1-0 in the Champions League and have since lost 1-0 to Levante and been held to a goalless draw by Racing.
Speaking after Wednesday's match, Mourinho said: "It's less worrisome to draw a match in which you're the only side that tries to play and win. We've dropped five points in two away games and that is worrisome. We've scored one goal in our last three games and we must return to normality by scoring and winning on Saturday [against Rayo Vallecano]."