'Am I the best coach in the world? Look at the results . . .'

It was typical Mourinho – the first thing that happened to him as Real Madrid's new coach was that he received a grovelling apology from his sporting director, Jorge Valdano. And it was typical Real Madrid – the first question that Mourinho was asked was: "Are you fearing the sack?"

With both these footballing institutions a law unto themselves it will be a lively marriage, and Jose kicked it off yesterday by declaring the aim of reaching Wembley next May and winning the Champions League final as the unifying dream.

But first came that royal pardon. Real Madrid's sporting director Valdano had said of Mourinho back in May 2007: "Those who did not have the talent to make it as players do not believe in the talent of players to win matches." He had also described the football served up by Mourinho's Chelsea as "shit on a stick".

Yesterday before the questions rained down on the new coach, Valdano sat sheepishly beside him and said: "I once spoke of Jose in an aggressive manner. Jose answered me in the same aggressive manner but we sorted it out three years ago when we did not know we would ever be working together."

Only Mourinho and Valdano know if the former had insisted on the announcement but once Valdano had said his bit the new coach was straight into the questions about being fired if he fails.

"All coaches have to be prepared to walk away if things don't go well," he replied. "But you can't work with the fear that you are going to be fired. I am a coach with a lot of self-esteem. And I don't think about being sacked. Four years is enough to win and build a team with identity and a future."

Of course Mourinho is not considering failure. Neither does he believe he will need those four years of his contract to achieve his aims. He is too focused on becoming, as he calls it, the first ever "grand slam" coach. "No coach or player has ever won all three of the top leagues," he said. "I want to be the first person to do it.

"Ancelotti, Capello, Van Nistelrooy, Beckham and others have won two of the big leagues but no one has won three. I would like to be the first to do the grand slam of Spain, Italy and England."

He also wants to become the first coach ever to win the Champions League with three different clubs, and it is winning what would be Real Madrid's 10th European Cup that has most inspired his appointment.

The Portuguese revealed: "The president was showing me the European Cups that the club has won in the past, and he was saying he misses the moment when the trophy is presented. I told him that moment happened to me one week ago and I miss it already. I want it again and they want it again. We want the same thing."

Mourinho made references to his two European Cup final appearances and his Uefa Cup win with Porto when he defended himself against accusations of being a defensive coach.

"I have played three finals," he said. "We have won them all and scored eight goals in the process – eight goals in three European finals. When you repeat a lie many times intelligent people still recognise it as a lie, and fortunately for me there are presidents intelligent enough to trust me.

"One thing is to be organised as a team and another thing is to be defensive. A team that plays a European final with Samuel Eto'o, Diego Milito, Pandev and Wesley Sneijder, all attacking players, and yet is still capable of defending well as a team is obviously managed by a great manager."

Asked if he was the best coach in the world, he replied: "There is a group of coaches who are at a great level, but at the end of every year you can look at the results and draw your own conclusions. We won everything last season."

At one point came the war-cry ("I am Jose Mourinho and I will not change") but there was also humility, not least when he was asked about the club captain, Raul, who no longer justifies selection but remains at Real as an emblem of a more productive past.

"I have not done anything for Real Madrid," said Mourinho. "I am not written in the history of the club but Raul is. Anyone who is not in the history of the club should respect someone who is." He then admitted to already having met with the former Spain forward, whom he could even use in some coaching capacity next season, having said he will recruit a "club man" as his No 2.

Staying onside with a club great will earn him respect, as will continuing to be Public Enemy No 1 in Barcelona. Aside from winning the club's 10th European Cup there is the small matter of wresting football power back from the Catalans.

"I am not anti-Barcelona," he said. "I am Real Madrid's manager and I am concentrating on building a great Real Madrid. I am not thinking about what Barcelona are doing."

At that point he turned to his new best friend Valdano and asked if the fixture calendar would allow Madrid to play Barça in the first game of the new season. "We played Manchester United at the start when I was Chelsea boss," he recalled. "I would like to play Barça first. I will not even have to motivate my players."