The Portuguese boss, chasing a third European title with a third different team in a third different country, believes his side faces a tricky situation as it has nothing to gain and everything to lose.
"If we lose 4-0 or 5-1 or on penalties, the world will open their mouths, it would be a very bad situation for all of us," he said.
"Especially for Real Madrid because it would be something unexpected, we have everything to lose and nothing to win because everyone is waiting for us (to progress).
"My challenge is to not think about the 3-0 but to think about a football match. And when you want to think about a football match you want to win and you play to win, and that's my challenge to the players.
"If we come here tomorrow and lose 2-0 or if we lose 3-1, I'm not going to be happy, I'm not going (to go) home happy.
"I want to win the match and if we can't win we will try to have a draw."
Real outclassed the Turkish champion at the Bernabeu last week and for many people the second leg is little more than a formality.
But Mourinho says the Turkish fans won't see it that way.
"I remember a UEFA Cup match in 2003, I think, with Porto we played against Denizlispor. We won the first match 7-0, 7-1 or 6-0 (actually 6-1), I can't remember.
"When we came to Turkey for the return leg we arrived in a full stadium in front of motivated fans and against a team that was nothing like the one we beat 6-0 or 7-0.
"If a Portuguese, Spanish or Italian team loses the first leg 4-0 or 5-0, for the return the stadium is empty and the fans jeer.
"Here, the fans will support their team right to the end. We're expecting a white-hot stadium but we like that. I think the players will appreciate that and will play well."