Cristiano Ronaldo is expected to be sidelined after missing training during the week due to the back injury that kept him out of last weekend's game at Real Sociedad.
Pepe, Xabi Alonso and Kaka also missed training during the week and are doubts for the final game of the season, while the Portuguese coach will definitely be without the suspended Sami Khedira and Marcelo, who was granted permission by the club to join up with the Brazil squad ahead of their international friendly with England.
Alvaro Morata and Nacho Fernandez have been released from the Spain Under-21 squad and could make the substitutes' bench.
The match could be Gonzalo Higuain's final game for the club, as the Argentinian has been heavily linked with a move to Juventus in the summer.
Although Mourinho's final weeks at Madrid have been fraught with controversy, with the coach making snide remarks to the media about Pepe and Iker Casillas, two players have shown him their support ahead of his last game.
German midfielder Khedira, who Mourinho signed in the summer of 2010, wrote on his Facebook account: "I am personally very grateful to him.
"I want to thank him for the opportunity he gave me at Real. I want to thank him for the support he has given me.
"He has always had my backing, sometimes because I received criticism from the press!
"I want to thank him for all the time I was able to develop and mature as a player and a person at Real Madrid."
Striker Alvaro Morata, one of the few academy players to be given a chance in the first team this season, told reporters: "I think Mourinho is a great coach. He gave me a chance in the team and I wish him and his coaching staff luck in the future.
"I think he believed in the academy players since the day he arrived and has given the players who made their debuts confidence and made us better players.
"We have to thank him for that."
Osasuna will be hoping for a less severe scoreline than the 7-1 thrashing inflicted on them the last time they visited the Bernabeu, but after securing their status in the Primera Division last weekend by beating Sevilla 2-1, their only motivation is in finishing 16th in the Primera Division table rather than 17th.
They have not beaten Madrid away from home since 2004 and coach Jose Mendilibar also faces a selection headache due to numerous absentees.
Miguel Flao, Anthony Annan, Lolo and Nino are all injured, while Damia Abella and Alejandro Arribas are suspended, and Raoul Loe and Masoud are away on international duty with Cameroon and Iran respectively.
Captain Patxi Punal may also miss the game as his wife is due to give birth this weekend.