Roma and Mourinho were denied a second European crown in as many years when his exhausted, injury-ravaged team lost on penalties to Sevilla, but he gave a rousing post-match speech on the pitch before thanking the army of Roma fans who made it to Budapest.
His message was one of pride, which is what he has restored at Roma, a team which has one of Italy's largest, most passionate fan bases but has won little of note since being founded in 1927.
Last season's Europa Conference League win, the fifth major continental trophy of Mourinho's career and the first in Roma's history, had supporters believing that a winning mentality could be instilled in what has often been a basketcase club.
"You can lose a match, but you must never lose your dignity," Mourinho later told reporters.
"We lost a match but we didn't lose our dignity. I've won five finals but I didn't go home any prouder than I will today. Happier, obviously, but not prouder."
Those comments, and calling referee Anthony Taylor a "disgrace" in the Puskas Arena's car park for not awarding Roma a second-half penalty for handball, were lapped up by supporters who in Mourinho see their representative in the dugout.
Future in doubt
Mourinho's contract expires at the end of next season but rumours about his future beyond the end of this month have been swirling since the end of last year.
He has yet to sit down with Roma's billionaire American owner and president Dan Friedkin, but Mourinho said on Wednesday that he and his team "deserve more", saying that he was "too tired to do the job as a coach, as a spokesman of the club".
"I want to stay but with the possibility of giving more," he added.
That has been taken as a hint that he wants more public backing and more money in the transfer kitty to challenge and potentially win the Serie A title like Napoli did this season.
Wednesday's defeat means that Roma will not compete in the Champions League next season. A seven-game Serie A winless run has killed their hopes of the top four and the increase in revenue that comes with Europe's top club competition.
Roma are sixth in Italy's top flight with one match left this season and could yet be overtaken by Juventus who sit just a point back in the Conference League spot.
Roma host Spezia, who are scrapping for their Serie A lives, and will have to deal with the physical and mental toll of losing such a gruelling final.
But the Spezia match will be little more than a backdrop for another outpouring of emotion from the Stadio Olimpico stands to the team and Mourinho in a hopeful bid to keep their coaching icon in the Italian capital.
