"I am very happy at Inter but not in Italian football," the former Chelsea and Porto coach told Sky Sports television on Tuesday.
Asked why, he said: "Because I don't like it and it doesn't like me, simple."
Mourinho has also voiced his displeasure with elements of Italian soccer in the past.
The Portuguese again declined to talk to the media after his Serie A leaders lost 2-1 at AS Roma on Saturday, continuing a month-long media boycott before and after Italian league games.