The Premier League champions were beaten 3-1 at Goodison Park to leave them with just one win from their opening five top-flight games this season.
But Mourinho cited bad luck as the reason for Chelsea's struggles so far this term and dismissed suggestions that the pressure is mounting on his own position.
"No [I don't feel under pressure]. I think the refugees are under big pressure," he said.
"It's a pleasure and an honour to coach Chelsea.
"We deserve a better result, we played for a better result, and we don't deserve this result.
"Confidence is low, an unhappy team because of bad results, a team with some doubts because of every unlucky incident. For me, clearly, you can say what you want but the players deserve a much better result.
"The big concern is everything goes against us. Every mistake we are punished, immediately. The players, they feel that weight.
"We need to win a couple of consecutive matches, for the players to smile again, the strikers to score goals, the defenders not to make mistakes and be punished.
"We need confidence. I think confidence is fundamental. The players fight, they play, they try, but it's not easy.
"I don't like when you ask me questions saying 'somebody told this, somebody told that'. Chelsea can win the next match against Arsenal, for sure, but the title I don't know.
"It depends on us to improve, but we also depend on other clubs to lose matches."
It is the first time that Mourinho has lost two successive Premier League games since May 2006.
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