Last month, Mourinho played down reports of a training ground row with Rose after the full back was left out of the goalless draw against Watford.
"It's not worked out, but full respect to him and what he's doing at the club. He took over with the club 12 points adrift of Chelsea (in fourth place) and now it's four," Rose added.
The England defender said he had struggled to rediscover his best form following knee surgery in 2017.
"I'd love to be the player I was three years ago when I was doing well. I thought I'd return to become that player after the injury, but I had a rude awakening," Rose said.
"If I do well they (Newcastle) may think that's what's expected of me. But if I don't they might think Tottenham were right to let me go.
"I have a lot riding on this, but I'm confident in my ability and I know I'll do well."
Danny Rose says Mourinho did not give him a chance to prove himself
Newcastle United's on-loan defender Danny Rose believes he was not given the chance to prove himself at parent club Tottenham Hotspur following the arrival of manager Jose Mourinho.
Rose, who said in November he was prepared to run down the final 18 months of his Spurs contract and leave for free after not being handed a new deal, joined Newcastle last month until the end of the Premier League season.
Having made 11 appearances for Tottenham in all competitions in the early part of the season under the sacked Mauricio Pochettino, the 29-year-old Rose has played only five more times since Mourinho's arrival in November.
"I do feel I wasn't given as much of a chance as everybody else in the backline. I did want to play for him (Mourinho)... I thought I'd continue playing," Rose told the BBC.
"I knew after a month (of Mourinho joining) I was never going to play. It was difficult going out to train knowing I wasn't going to play."
Last month, Mourinho played down reports of a training ground row with Rose after the full back was left out of the goalless draw against Watford.
"It's not worked out, but full respect to him and what he's doing at the club. He took over with the club 12 points adrift of Chelsea (in fourth place) and now it's four," Rose added.
The England defender said he had struggled to rediscover his best form following knee surgery in 2017.
"I'd love to be the player I was three years ago when I was doing well. I thought I'd return to become that player after the injury, but I had a rude awakening," Rose said.
"If I do well they (Newcastle) may think that's what's expected of me. But if I don't they might think Tottenham were right to let me go.
"I have a lot riding on this, but I'm confident in my ability and I know I'll do well."