Southampton boss Ronald Koeman won the prize as he guided the Saints to third in the table with four wins from their first seven league games.
Chelsea manager Mourinho oversaw two victories and draw in September as the Blues extended their lead at the top of the table to five points.
But the Portuguese coach insists that he was not bothered to see the award go to Koeman.
Asked if he was disappointed not to win the accolade, Mourinho replied; “No.
“First of all I think Ronald deserved it. He’s a great guy, a good friend. We worked together for a while.
“I’m so happy that he arrived in England and things are going well for him, and he gets the award. I’m happy with that.
“The second reason why I’m happy is that the manager of the month always loses the next match!”
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news