The Premier League side suffered a come-from-behind 3-1 loss at Stamford Bridge, seeing them bow out of the UEFA Champions League semi-finals by the same score on aggregate.
Mourinho praised his players for trying their best to be fit for the clash, but said there were too many problems for Chelsea to overcome.
"I said yesterday my players were ready and they wanted to be ready because they wanted to play, they wanted to help, because they know the situation where we were so close to the final but at the same time with so many problems," he said.
"So every one of my players tried the maximum and (Samuel) Eto'o was here almost without a training session, and Oscar was on the bench and he was injured.
"We had so many problems but the players gave everything and I am happy with them. They can go home sad but with a clean face.
"They did their work, they lost the game but they lost against a very good team."
Fernando Torres had given Chelsea a 36th-minute lead before Adrian levelled just before half-time for the visitors.
Diego Costa's penalty on the hour-mark put Atletico in control before Arda Turan sealed the result soon after.
Mourinho felt Thibaut Courtois' save from a John Terry header, which came moments before Costa's spot-kick, was a major turning point.
"We had a slight advantage in the way we controlled the game and the 1-1 left everything open for the second half, and that started the same way, but these matches are normally decide by details and that minute had two details," he said.
"After that there was one team with confidence and at the top of their game. We had the feeling that the game was lost and they had the feeling that the game was in their hands, and after they were very solid.
"I knew before that Atletico were a real team and I congratulate them."
