"This is our squad from now until the end of the season," he was quoted as saying on the club's website.
"These are the players we have faith in. Real Madrid made the investment it had to in previous seasons and this past summer. We don’t have the perfect squad because it doesn't exist.
"We have an optimal squad with players who boost my confidence, so I don't want any players in the winter transfer window," said the Portuguese coach, who took over at Real last summer.
"I think it is premature and out of touch with reality when players are discussed because I, and surely the director general and president, will say that the current and January markets are closed for Real Madrid should nothing out of the norm occur."
Spanish media has said Mourinho has sought a new centre forward before the end of the transfer window even though the club has two such players on its books, Argentina's Gonzalo Higuain and Frenchman Karim Benzema.