The Portuguese coach was axed by Spurs just six days before Spurs took on Manchester City at Wembley in April 2021. The club ended up losing the game 1-0 under interim boss Ryan Mason while Mourinho has gone on to take charge of Serie A side Roma.
Mourinho told Sky Sports News: "I am in the maturity of my career and also my life where I don't have bad feelings. I just try to accept things the way they are. Yes. Yes it hurt (being sacked by Tottenham)."
The Special One has joked about the timing of his dismissal after guiding Roma to the Europa Conference League final but insists he is only poking fun.
He said: "I react in a funny way when I speak with some English journalists at press conferences. I always say the joke about qualifying for the final, I hope not to be sacked this time, because it's something that doesn't happen to too many coaches."
Mourinho could cap his debut campaign with Roma with a European trophy but has bigger aims for the club going forward.
He said: "Of course I would love to be in a position of fighting to win titles or to be in the Champions League where I played 160 or 170 games there.
"But I am loved here (at Roma). I love the people here. I feel very much a part of the empathy created between the fans and the club and myself and the players. I'm very happy here."