The Londoners, fielding an attack-minded side but with only Frank Lampard offering real experience in midfield, barely threatened in the first half but scraped a 1-0 lead through Oscar.
However, they were pegged back by a Swiss side who grew in confidence the longer the game went on as Mohamed Salah equalised and, as Chelsea froze, Marco Streller headed the winner nine minutes from time.
"I think it's probably not a team with such a personality and maturity to face the difficult moments of a game," Mourinho said.
"Against Everton (in Saturday's 1-0 Premier League defeat) the team struggled to deal with the situation despite dominating and today was a bit the same.
"They began by accepting the responsibility of playing but when the first negative moment arrived the team shakes a little bit.
"Emotionally, this is not a mature team and when you are in a difficult position it was not enough."
Mourinho gave a debut to £30 million signing Willian and a first start for 20-year-old Dutch midfielder Marco van Ginkel. Eden Hazard and Oscar were also on duty - talented players undoubtedly but young, slight and too often bullied out of a contest.
Up front he opted again for Samuel Eto'o, who is certainly experienced but is only tentatively feeling his way back to his best after his Russian exodus.
Lampard, who won his 100th England cap this month, undoubtedly brings vast experience and confidence but he was withdrawn with the score at 1-1 as Mourinho tried to regain the initiative.
Demba Ba, preferred on the bench to Fernando Torres, was unable to make an impact, however, and in the end it was basic poor defending that did the damage.
"I'm happy with all the strikers, they are good players, good professionals, they all give their best and I can't complain about them," Mourinho said.
"He (Eto'o) has regained that hunger, that motivation. He's participating a lot in the collective game, but for the sharpness maybe we will have to wait.
"They scored their equaliser in our best period. We had a bit more space to play and made some better situations.
"Then the (winning) header came in a position where we had two players defending that zone plus the player marking Streller so three players made a mistake for that goal."
A year ago Chelsea were held by Juventus in their first group game as European champions and failed to progress to the knockout stage.
With Schalke and Steaua Bucharest still to come they should still be able to turn things round this time but Mourinho will have to use all his famed managerial skills if he is to instil a confidence that seems to be missing despite the undoubted talent oozing through the team.
"The objective is to finish in the top two and go through and that objective has not been lost," Mourinho said.
"It is always the same thing in football - we just have to go away and work hard.
"The only way is to believe in each other and stick together."