The Portuguese is aghast at the Blues' continual failure to finish off opponents, most recently in Tuesday's Capital One Cup quarter-final loss at Sunderland.
Chelsea must find a solution ahead of Monday's clash at Arsenal, where Mourinho's men have the opportunity to go top of the Premier League at the expense of their rivals.
"Missing goals," Mourinho told Chelsea TV following the extra-time loss at the Stadium of Light.
"It's always the same words. It's unbelievable.
"Even on the bench, I feel every time we miss a chance and the score is 0-0, 1-0, 2-1, 1-1, I feel the pressure. "I feel that missing the chances, maybe later you are punished. We have this problem.
"I only remember the Basle game as a game we lost where the opponent created more than us, played more than us, tried more than us and showed more quality than us, because we were poor against Basle.
"In every match we lost in England, in the Premier League and in the cup (at Sunderland), we were the best team by far.
"We create, we enjoy the ball, we were always very comfortable on the pitch, we had unbelievable chances to score to kill the game. We don't do it.
"Late goals are a consequence of a team that doesn't kill an opponent. If you score two, three goals the opponent is dead and the opponent has no reaction."
Chelsea's strikers Fernando Torres, Samuel Eto'o and Demba Ba have faced the brunt of the criticism for the poor performances in front of goal.
Now Mourinho has also hit out at the trio for failing to keep possession and allowing counter-attacks to begin in games with Stoke, Crystal Palace and Sunderland which led to goals against the Blues, whose defence has been far from firm, with one clean sheet in the last seven games.
"In all the three situations we were punished on the counter-attack when our striker dropped back into midfield and lost the ball," Mourinho added.
The Sunderland loss was Chelsea's seventh of the season - including the penalty shoot-out defeat against Bayern Munich in the European Super Cup, a result Mourinho does not consider to be a defeat - and in their most recent Premier League away match they were beaten at Stoke.
But the Blues will not be wary of visiting Arsenal, having won at the Emirates Stadium already this season, a 2-0 victory at the end of October in the League Cup which came two days after a Premier League defeat of Manchester City.
A repeat of the triumph could take a below-par Chelsea side top of the table at Christmas, the significance of which Mourinho has downplayed.
It is clear he sees plenty of room for improvement and his continued frustration has led to speculation Chelsea will delve into the transfer market in January.
But gone are the days when Chelsea owner Roman Abramovich would write a cheque and players were signed whatever the cost.
Chelsea are sticking rigorously to Financial Fair Play regulations and Mourinho has suggested the club will only recruit next month in exceptional circumstances.
Whether the striker situation counts is open to interpretation, but Mourinho would likely have to offload one of Torres, Ba or Eto'o in order to sign another forward.
Mourinho has also tinkered regularly with his starting line-up and the Arsenal match will provide an indication of his best team.
Four players - goalkeeper Petr Cech, right-back Branislav Ivanovic, captain John Terry and midfielder Ramires have started every Premier League game this season.
None of the four featured at Sunderland and all of them should return at the Emirates Stadium, fitness permitting, but Michael Essien is suspended after picking up his fifth booking in his six appearances this season.
It was unlikely the Ghana midfielder, who has appeared to be a shadow of his former self, would feature in the contest anyway.