Resurgent Real are top of the Spanish Liga and well placed to reach the round of 16 in the Champions League, but their coach Mourinho was upset by a sterile 0-0 draw away to third division Murcia in the King's Cup Tuesday.
Real have not won the cup since 1993, and the "Special One" is determined to break that jinx.
His immediate aim, however, is for the team to get back to winning ways Saturday away to Hercules.
One player he is particularly displeased was is Karim Benzema. Mourinho gave the Frenchman, who has hardly played all season, a rare start against Murcia but Benzema turned in yet another lethargic, apathetic performance.
Benzema will be back in his usual position on the subs' bench against Hercules, while Gonzalo Higuain will be leading an attack that has banged in 16 goals in the last three league games.
Left-back Marcelo gallantly came to Benzema's defence Wednesday.
"He has a lot of quality. Because he is so good, people are putting too much pressure on Benzema. We all go through good and bad patches," he said.
Marcelo knows that better than anyone. Last season he looked vulnerable defensively and unsure of himself. Most commentators expected Mourinho to consign him to the bench, but the 22-year-old Brazilian is enjoying a new lease of life this season.
Hercules, back in the top flight after 13 years' absence, are hoping that star strikers David Trezeguet and Nelson Valdez will be able to trouble a defence that has conceded only four goals so far.
The Alicante side are 13th in the table. They pulled off the shock of the season six weeks ago when they beat Barcelona in the Camp Nou from Valdez' double.
"If we were capable of beating Barca then why should we not be able to do the same against Madrid? We have respect for them but we are not afraid," said Valdez.
Real are one point ahead of Barca and Villarreal, who share second place.
Later Saturday, Barca will be at home to inconsistent Sevilla.
Playmaker Xavi should be fit to return for the champions, though defender Gabriel Milito is still unfit.
Villarreal are away to Sporting Gijon and fourth-placed Valencia are at home to bottom team Zaragoza.
The other weekend games are Malaga v Real Sociedad, Atletico Madrid v Almeria, Athletic Bilbao v Getafe, Deportivo La Coruna v Espanyol, Racing Santander v Osasuna and Mallorca v Levante.