Mourinho was reported to have said England's players were "frightened" of Capello and that those who played under the Italian at the Bernabeu said he had a "one-track relationship with players" whereby he would just shout.
However, Mourinho has issued a statement through his spokesman, Eladio Parames, insisting he gave no such interview.
The statement read: "The interview published by the Daily Mirror is completely false. Mourinho has not given any statement to this newspaper and so categorically denies the content. The Real Madrid coach has already said he will use every legal means against the publication and against those responsible."
England defender Rio Ferdinand, meanwhile, has defended Capello after severe criticism across a number of newspapers following the poor World Cup showing.
"We qualified in great style. The media people and those in the know who were saying he's 'Don Fabio' now have changed course. We didn't play well at the World Cup, we know that,but it doesn't make him a bad manager. A lot of people are jumping too far and too quick."
He added: "He needs to make some big changes in the squad but who are we to argue? We just do what he wants us to do. It's about England winning, not us as individuals."