Mourinho spent 17 months in charge of the North London club but was sacked in April 2021 just a week before he was due to lead the side in the Carabao Cup final against Manchester City.
Mourinho has won trophies with FC Porto, Chelsea, Inter Milan, Real Madrid, Manchester United and AS Roma, with Spurs the only blot on his illustrious list.
Mourinho won the inaugural Europa Conference League with Roma last season and is due to lead the side again against Sevilla in next week's Europa League final.
The 60-year-old has been linked with a move to Paris Saint Germain next season.
"I hope the Tottenham fans don't get me wrong but the only club in my career where I don't have still a deep feeling for is Tottenham," Mourinho said.
"Probably because the stadium was empty, Covid time. Probably because Mr Levy [Tottenham chairman Daniel Levy] didn't let me win a final and win a trophy."
Speaking at a news conference looking ahead to the final against Sevilla on 31 May, Mourinho, asked about his future with Roma, said: "We will be connected forever, like I am with all my previous clubs, apart from Mr Levy's club.
"It's the only one, so after that - Porto, Chelsea, Inter, Real Madrid, Manchester United - all the clubs I feel a connection. Maybe people [will say] you cannot love every club - yes, I love every club."
