Recent reports had linked him with the Benfica job after Rui Vitoria was sacked, with club president Luis Filipe Vieira insisting "money would be no object" to a Mourinho return.
Several United players were unhappy with Mourinho's man management, while earlier this week Paul Pogba's brother, Mathias, claimed that the midfielder's improved form is directly because of the Portuguese's sacking.
This week the Portuguese coach reportedly received an offer from Benfica, but he has stated that he isn't thinking about returning to work in his native country.
'I never entered this game of confirming or denying the news, ' said Mourinho.
"I don't really want to go there but the best way to respect a great club [Benfica] and a great president is to say that I was not approached". "The chapter is finished and you don't go around making criticism".
It was never going to take long for Mourinho to find a new job, but it has to be said that United's decision to sack him was the right one.
La manœuvre spectaculaire d'un hélicoptère lors d'un sauvetage — Haute-Savoie
La vidéo de l'opération, diffusée par l'un des hommes secourus, a été visionnée plus de 400.000 fois sur les réseaux sociaux. Mais difficile d'atterrir dans cette zone, surtout en plein hiver.
"There are things that have been said and I do not want to feed those rumours", he said, "but when a player or coach is asked to come back to a club it means they did something positive there".
"The best thing for Benfica is to support Bruno [Lage] and think about the future calmly".
Former Manchester United boss Jose Mourinho is free of any lingering contractual obligations from his former club and is now free to join another club, according to reports. "I am fine at the moment".
Mourinho began his coaching career in 2000 at Benfica but was in charge for only nine games before spells at Porto, Chelsea, Real Madrid and Inter Milan.
The source added: "There has been no contact, but they did get in touch with Jose after Lopetegui was dismissed, but he told them he was the manager of Manchester United and totally committed to the club". Interestingly for a man who operates on something of a scorched earth policy when things are going badly for him in a job, the Portuguese manager has been nearly exclusively linked with clubs that he has already managed.