He emerged after a brief hearing at a court in the Spanish capital Madrid to say he had paid a fee to settle accusations.
He had been accused of owing nearly €3.3m (£2.9m, $3.8m) in undeclared image rights revenue.
The hearing came two days before a Manchester United game against Chelsea.
Why are Spanish football stars in legal trouble?
The Spanish authorities began the image rights case against Mr Mourinho in June
"I was told that my tax situation was completely legal," Mr Mourinho was quoted as saying by sports news site ESPN after Friday's hearing.
"A few years later I was told that there was an investigation opened and they told me that to regularise my situation I had to pay sum X.
"I did not answer, I did not argue, I have paid and signed with the state that I am definitely in compliance and the case is closed. That is why I am here, nothing else."
Mr Mourinho's representatives, Gestifute Media, said earlier that he had paid more than €26m in tax at an average rate of more than 41% while living in Spain from June 2010 until May 2013.
In 2015, Gestifute said, he accepted a settlement agreement regarding previous years.
Several leading footballers also recently faced tax investigations in Spain.
Argentines Lionel Messi, Javier Mascherano and Angel Di Maria have all been punished for tax evasion while a case against Real Madrid star Cristiano Ronaldo continues. He denies wrongdoing.
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