The Portuguese's future has been the subject of speculation despite leading his team to the Primera Division title last term and the fact they are still going strong in the Champions League this season.
Mourinho won two Premier League crowns in three years with Chelsea before leaving in 2007 and has often been linked with a return to Stamford Bridge, where there will be a vacancy in the summer when interim boss Rafael Benitez departs.
Mourinho was quoted by Football Italia as saying: "I have an adventurous spirit and do not know what will happen next season."
The former Porto, Chelsea and Inter Milan boss added: "It's not easy to choose a new destination after working in England, Portugal, Italy and Spain. Maybe I could return to somewhere I've already been. Watch out for surprises."
The 50-year-old won an historic treble of Serie A, Champions League and Coppa Italia titles with Inter before leaving for Real in 2010, and said: "If God keeps me healthy, then I am only halfway through my management career."
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