The England international features on the cover of the magazine's December issue, with the wide-ranging interview exploring his life away from football as well as the demands of playing for one of the world's biggest clubs.
One of the most amusing stories concerns a conversation with Mourinho, the Real Madrid manager, about Bellingham's habit of cutting holes in the back of his socks to relieve pressure around his calves.
Bellingham recalled how Mourinho, while coaching Roma several years ago, encountered a young player who had copied the technique after seeing the England midfielder do it.
The boy explained that it was supposed to relieve pressure in his calves, prompting Mourinho to deliver a response that Bellingham clearly enjoyed repeating: "Kid, you're nine. You don't have calves."
The midfielder has become so associated with the unusual habit that it has even been copied by youngsters, although Mourinho's response offered a reminder that not every football trend is necessary for players of that age.
Bellingham also spoke about how much he enjoys living in Madrid, with his favourite part of the city life being particularly straightforward.
"Playing with Real Madrid" was his immediate answer when asked what he liked most about the Spanish capital.
He also praised the city's atmosphere and its different character, even suggesting that the weather has a certain elegance when it rains.
His efforts to settle into Spanish life went beyond enjoying the city. After arriving in 2023, Bellingham spent five months taking Spanish lessons because he did not want to rely on a few basic phrases.
He believes the key to learning a language is having the confidence to speak, even when mistakes are inevitable. If people understand what he is trying to say, he feels they will appreciate the effort.
The 23-year-old also explained how the attention that comes with playing for Real Madrid affects everyday activities. Even going out for a coffee requires some thought, with Bellingham preferring places further away from the city centre to reduce the likelihood of being surrounded by supporters.
He nevertheless tries to make time for fans, particularly children, explaining that a photograph can make their day and that giving someone that moment takes very little time.
The interview also looks back on England's 2026 World Cup campaign, which ended with a third-place finish, the country's best performance since winning the tournament in 1966.
Bellingham described the experience as the best of his life, remembering the travelling supporters in the United States and the atmosphere created by their songs. He made a conscious decision to enjoy the tournament while it was happening, recognising that opportunities like it do not come around often.
His performances were particularly memorable. He scored both of England's goals in the quarter-final against Norway, where he came up against former Borussia Dortmund team-mate Erling Haaland.
The success was especially satisfying given the doubts that had surrounded his place in the England squad in the months before the tournament. He had been recovering from shoulder and hamstring injuries and had endured a frustrating season at Real Madrid, leading some commentators to question whether he should be selected.
Bellingham also revealed that the pressure of the previous campaign had begun to affect him more seriously than he wanted.
At times, he felt the demands of football were consuming him, leaving him tense and stressed. He decided to speak to someone who helped him understand how to manage those feelings, although switching off remains difficult.
After a run of four matches in 14 days, he explained that his instinct is still to concentrate on recovery, leaving little time or energy for anything else.
Support from former England captain David Beckham was important during the difficult period surrounding Euro 2024. When England's performances attracted criticism and speculation about divisions within the dressing room emerged, Beckham contacted Bellingham and encouraged him to ignore the outside noise.
Bellingham believes the identity of the person delivering advice can sometimes matter as much as the message itself. Beckham had experienced the pressures of playing for England and Real Madrid, giving his words particular significance.
He also spoke about the responsibility that comes with being a role model. Bellingham says he did not enter football intending to become one, but understands that young supporters look up to him and that his behaviour represents more than just himself.
His ambition is to be judged as a footballer while remaining grounded away from the pitch. As he put it, "I want to be a gentleman."
The interview offers a glimpse of a player who has become one of football's most recognisable figures while still trying to find a balance between the demands of his career and a normal life outside the game.