The Italian club led through Paulo Dybala but an own goal from Gianluca Mancini sent the final to extra-time and then penalties. Sevilla would win 4-1 in the shootout.
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And after the match, Mourinho said a decision on his future at the club had yet to be taken. The 60-year-old has been linked with the managerial position at PSG.
“I can’t say I will be here next season,” he said.
“I will go on holiday on Monday, then we will speak. I told the owners I will tell them if I start talks with another club. As of now no other club called me. It is time for me to talk to the owners. It is time for the owners to talk to me.”
The final was a hotly contested affair. 14 yellow cards were shown – including unused substitutes and coaches – throughout the match.
And while Mourinho said he had never been “more proud” of his side’s performances, he did take exception to some of the decisions.
“I must say we’re used to this,” Mourinho said.
“But this is a European final and with this kind of refereeing, it is hard to accept. If we talk about refereeing situations, it’s not two or three: it is many, quite apart from the big decisions. Those of us who have been in football a long time realise immediately what is going on.
“[Lorenzo] Pellegrini falls in the box and given a yellow card; [Lucas] Ocampos did exactly the same thing and he doesn’t get one. It’s a scandal. VAR called the referee and shames Ocampos but there’s no card given. [Erik] Lamela – who, by the way, scored one of the penalties – deserved a second yellow but didn’t get it.”
For his part, Sevilla forward Erik Lamela said it was not his side’s best performance, but said he would enjoy the feeling.
Speaking to BT Sport at full time, the Argentine said: “This is amazing. It’s amazing. I can’t ask for more. This feeling is unbelievable and we’re going to enjoy [it] a lot.
“It was not an easy game to play. We were not feeling in our best. They played this game – they defended well. [It] was difficult to find the spaces and create the situations.”
Lamela came on for Sevilla at half-time as Jose Luis Mendilibar looked for a way to get his side back in the game, with Roma leading at the break.
The Argentine’s most telling contribution came from the penalty spot, to put his team 2-1 ahead in the shootout.
“This team fought a lot, and tonight we are going to enjoy a lot.” he said.
A match of poor quality finished 1-1 after extra-time and Roger Ibanez and Gianluca Mancini missed in the shootout for Jose Mourinho’s side – giving Sevilla the chance to take the glory.
Gonzalo Montiel, who also scored the winning spot-kick for Argentina in the World Cup final against France, tucked home the decisive kick once more.
He missed at the first attempt, but VAR ordered the penalty to be re-taken due to encroachment, and he found the net with his second effort.
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