Speaking on the Beast Mode On podcast with former England forward Adebayo Akinfenwa, Mourinho addressed reports that he planned to offload several players who had endured a difficult season under Álvaro Arbeloa.
"I've read some things saying that José arrives and is going to cut some of the best players who supposedly had problems during the season," he said.
"No, no — I want these players. I want the best ones."
He acknowledged the underlying challenge without dramatising it.
"Now I have to find the way to have a team and not have the problems that, I don't know, according to what I read, they had in previous seasons."
On the question of squad quality, Mourinho was characteristically blunt.
"Having the best guys is the best problem a coach can have. If you have problems with players who aren't very good — that is a real problem."
He added a wry observation about the World Cup: "Do you want the truth? I want Real Madrid players to lose and go on holiday. Because I want the guys back for preseason."
He joins the club on July 13.
On managing elite players, Mourinho revisited his famous decision to deploy Samuel Eto'o as a makeshift right-back in Inter Milan's Champions League semi-final against Barcelona. He rejected the idea it was a Mourinho masterstroke.
"People say that was a miracle from Mourinho, and it wasn't. I did nothing. The guy did it himself. He wanted to beat Barcelona. He wanted to knock Barcelona out. He wanted to win the Champions League at any price."
He set out his broader coaching philosophy simply: "I don't do miracles, but I can improve players who are improvable, players who want to improve."
The interview also touched on the pull of international management. Mourinho acknowledged it remains unfinished business.
"When I see the feeling of the World Cup, even the Euros — it's something I would like to do. One day I will." On the group stage, he admitted to switching off after ten minutes of most matches. "A 7-1 is not possible, a 5-1 is not possible. This is the World Cup."
He expects to engage more seriously from the last 32 onwards.
Among the tournament favourites, he named England — as he always does, citing the generation of Lampard, Gerrard, Terry, Ferdinand and Beckham — alongside France, Spain, Argentina, Brazil and what he described as an "incredible" Portugal.
On the rhythms of the job: "When I win, I don't have time to go to paradise — and when I lose, I don't have time to go to hell."
The same rhythm awaits at the Bernabéu from July 13.