He said: 'There are some matches when we feel it's not our day. That applies to football and any other sport.
'But he can play for pride and he should play for the people who are behind him. He can only give his best. Sometimes a big defeat is the start of many, many victories.'
Unfortunately for Murray he was unable to recover from the first set thrashing from Federer, with little changing in the final set, bar the Scot at least managing to hold one of his service games.
As well as Mourinho, avid tennis fan Pippa Middleton and Murray's girlfriend Kim Sears cheered on the 27-year-old, as he looked to end the season in positive manner.
But there would be no happy ending for Murray this time around, as he fell to his worst defeat since losing 6-1, 6-0 to Novak Djokovic in Miami 2007.