The Blues dominated for long periods at St James' Park, but were unable to make the pressure tell, and the Magpies took full advantage with second-half goals from Yoan Gouffran and Loic Remy securing a priceless 2-0 victory.
Mourinho's men would have gone top, for a few hours at least, with a victory, and he admitted he was concerned at their lack of a cutting edge.
He said: "Of course, of course I am worried, and I read in previous years, it happened the same.
"They (Chelsea) were successful in cup competitions, they were not successful in the Premier League. They finished 20 points behind, they finished 15 points behind.
"They qualified for the Champions League because they won the Champions League, but they finished fifth or sixth in the league.
"Last year in December, they were not in the race for the title because they were already 20 points behind. This season, we have played five matches away in the Premier League - I know at difficult places to play difficult matches - but we have one victory and we have two defeats.
"Of course it concerns me."
Newcastle found themselves facing a barrage at a rain-soaked St James' as Chelsea started in determined fashion.
However, barring a major 13th-minute escape which saw John Terry and Fernando Torres hit the bar within seconds, keeper Tim Krul was largely unemployed.
The Magpies, whose game-plan, manager Alan Pardew later revealed, had been to sit in and draw the visitors' sting in the wake of a gruelling 120 minutes against Manchester City in midweek, were more expansive after the break.
And they got their reward after 68 minutes when, following a lengthy discussion with his manager on the sidelines, Yohan Cabaye sent an inviting free-kick into the penalty area for Gouffran to dive and head home.
Pardew said: "I just asked him to hit it on the back of their back four with shape and a bit of pace because we weren't really getting any joy from balls going into their box.
"He went for glory, really, but he executed it on the money and I am not going to try to take any credit for that.
"You have to be a top, top player to hit that ball in, and Gouff connected brilliantly and gave us a platform then."
Chelsea immediately launched a fightback, but the game was effectively over a minute from time when Remy converted substitute Vurnon Anita's pass, although it took a fine save from a Willian effort to preserve Krul's clean sheet.
Mourinho, who made nine changes from the midweek Capital One Cup victory over Arsenal, later admitted he had got it wrong.
Asked if he had made the right choices, he said: "No, I made 11 mistakes, 11 mistakes. I should have picked another 11 and not this one. I made 11 mistakes.
"It's the feeling I have. When my team plays so badly, it's the feeling I have.
"I'm exaggerating. Of course we had some guys with, I am not saying outstanding, but with some normal good performances, but the feeling is that I made 11 wrong choices."
Pardew was understandably delighted with a victory which went some of the way towards exorcising last weekend's derby defeat at Sunderland.
He said: "I'd like to think we could have had three more points. That would have put us in a great position and we have got to try to make that up in the next 10 games if we can.
"But I do think we have played some really good football. I wouldn't say we were brilliant in the first half, but in the second half, we were very good today."