Mourinho said at a news conference ahead of Real's game at Racing Santander on Sunday (2000 GMT) that he knew nothing about the incident other than that the club had told him the guard "had something on his back done with something sharp".
"I don't know anything, I didn't see anything," the Portuguese said.
"I arrived, went to the hotel, played the match, returned to Madrid. For me there is no story.
"We had the normal protection the team has, which is not for aggression but for passion of fans.
"I don't know any more and I don't want to know. It doesn't interest me."
