The Portuguese was celebrating his 100th league game at Stamford Bridge but London rivals Crystal Palace spoiled the centenary party by making away with a surprise 2-1 victory.
Bakary Sako opened the scoring for the visitors after 65 minutes before Radamel Falcao leveled matters with his first goal for Chelsea 14 minutes later.
Falcao's strike was assisted by another new signing in the shape of ex-Barcelona man Pedro Rodriguez.
Yet almost as soon as Chelsea was level it was behind once more. Joel Ward reacted to nod home his second goal of the season and ensure a famous victory for the Eagles.
The only other time Chelsea has suffered a home league loss under Mourinho was against a relegation threatened Sunderland in April 2014.
"The first thought is to Palace," Mourinho said after the game in comments carried by UK news agency the Press Association. "They come with everything. They were lucky but they deserve the luck."
The suspension of influential captain John Terry didn't help the Chelsea cause Saturday against an organized and tactically adept opponent.
Even more worryingly for Mourinho, however, his team is now eight points behind likely title rival and early league leader Manchester City with just four games of the season played.
City defeated newly promoted Watford 2-0 at the City of Manchester Stadium Saturday thanks to goals from new $76 million dollar signing Raheem Sterling and Fernandinho to stretch its lead at the top of the table.
"We have eight points less than the leader and seven and six and five from others," Mourinho continued in reference to the teams above Chelsea. "In another league I would say game over. (But) this is the Premier League and I think it's getting more difficult than before.
"The reality is that we had a bad start. Four points in four matches is a very bad start."
By contrast, Palace could hardly have hoped for a more buoyant opening to the new season.
Alan Pardew's men end Saturday second in the table with three wins from four games and eight wins in ten away games stretching back to last season.
"There was a belief in us today," Pardew said. "It's difficult to try to overcome the quality of not just the team, but the manager here. (But) we did it."
Pardew now has three three victories against Mourinho in the last two EPL seasons. But he looked to give credit to his players rather than to keep it for himself.
"I'd have to say as Crystal Palace manager, this was the best performance of the team," he said "Not because of the victory, but the manner and the way we played. We looked a good team today."
Red card bonanza, EPL Roundup
Elsewhere in England Saturday, Arsenal overcame 10-man Newcastle United 1-0 at Saint James' Park to claim its second victory of the season.
Fabricio Coloccini's own-goal on 52 minutes was enough to settle matters although Arsenal would have expected an easier game after Aleksander Mitrovic was sent off for the hosts with just 16 minutes played.
Liverpool's promising start to the season was stopped dead in its tracks as West Ham won 3-0 at Anfield.
Manuel Lanzini, Mark Noble and Diafra Sakho did the damage although Liverpool didn't help itself. Phillipe Coutinho was sent off just after half-time but Noble was also red-carded for the Hammers late on.
There were more sendings off at the Britannia Stadium as nine man Stoke City, for whom Ibrahim Afellay and Charlie Adam were dismissed in the first half, lost out against West Brom thanks to a solitary goal from Saloman Rondon.
Aston Villa and Sunderland played out an entertaining 2-2 draw at Villa Park while Leiscter City maintained its unbeaten start to the season with a 1--1 draw at newly promoted Bournemouth.
Tottenham Hotspur and Everton played out a goalless draw in the day's only scoreless fixture.