Real's latest setback on the road comes just three days after they suffered their first league defeat - a 1-0 loss at Levante - of the season last weekend.
Wednesday's 2-2 draw at the Mestalla between Valencia and Barcelona meant Madrid did not lose any ground on two of their main title rivals, but the news was scant consolation to Mourinho.
"In the end, it is the points which count," he told reporters at a press conference.
"And we have lost five points on the road. It is worrying, yes.
"In the first half we did not play well. But in the second session, we were all over our opponents' midfield, and though we did not create many chances, we were absolutely dominant in the last 30 minutes.
"We have to give credit to Racing, they played well defensively. Despite our effort, we did not have the necessary dynamics as the pace kept dropping thanks to the passiveness of those who let it drop: the substitution cart, [and] the simulations they were allowed to pull."
Mourinho was critical of what he believed were time-wasting tactics from the home side.
"The pace was broken by simulation, by injuries, by the stretcher coming onto the pitch... We're responsible for this because we failed to put a stop to it," he said.
"Our concentration was better than it was on Sunday and I have a different overall feeling about the game.
"We dropped four points away from home last season in our first few games."
Real have failed to find the back of the net in their last two games.