The 34-year-old, who managed to find the equaliser during his side's 1-1 draw against Chelsea on Sunday, was given a standing ovation by everyone at Stamford Bridge after he was substituted in the 79th minute.
And Mourinho, who feels that "Stamford Bridge was fantastic" to give an ovation to the former England captain, says that he will be missing Gerrard when he leaves this summer.
"I will miss him. I want my league to be always the best league. I want my league to have the best players," Mourinho told Sky Sports. "I have seen the end of amazing players and I am always hurt by that."
"Luis Figo played his last game with me at Inter. Steven is leaving, Frank Lampard is leaving, Carragher – also a fantastic enemy – he left last season."
"This is modern nature. We can't stop it but we can get great memories of our great opponents."
Meanwhile, former Liverpool midfielder Graeme Souness feels that the Reds are making a big mistake by letting Gerrard leave at the end of the season, insisting that the midfielder is still an important player for the Merseyside club.
"I don't understand why they're letting him go," Souness told Sky Sports. "I know he wouldn't be the same Steven Gerrard we've seen over the last decade – he's not going to be 90 minutes, not going to be the game-changer he's been time and time again."
"Certainly have him on the bench. I think to bring him on he can certainly swing games. He's shown that today – he got them back into the game."
The 62-year-old feels that the Reds do not have any other experienced player apart from Gerrard to guide and mentor the younger players in the squad.
"I'm a great believer that you cannot have enough senior pros around your dressing room. He certainly is that. They're the standard bearers and that's what Steven Gerrard is. Who else is out there? Liverpool don't have any – Steven's the only one they've got."
"I just can't understand on any level why you'd allow him to leave the club at this time. A club that's got a group of young players that might go on and be real players one day."