England booked their spot for the final against Italy after a controversy-filled 2-1 win over Denmark.
With the score 1-1 at the end of the initial 90 minutes, the Three Lions were awarded a debatable penalty in the first half of extra-time, when Sterling went to ground inside the box after a challenge from Joakim Maehle.
Dutch referee Danny Makkelie awarded a penalty, and upon a VAR check, the challenge was seemingly not deemed a clear and obvious error, so the VAR official decided not to overrule the on-field decision.
With Harry Kane converting the rebound after Danish shot-stopper Kasper Schmeichel saved his initial penalty, this decision was a huge talking moment, and Mourinho was very critical in the aftermath.
"Yes, amazing game, but I'm not sure you want to listen to my opinion," the new Roma boss told talkSPORT.
"I say the way I see it, not the way it is. Maybe you don't like my opinion this time. England was really, really good and no doubt they deserved to win that match.
"But, for me, it's never a penalty. At this level, a semi-final of a Euro, I don't understand really the referee's decision.
"And I don't understand, even less, the fact that the VAR didn't bring the referee to the screen or overturn the decision. For me, it's never a penalty."
