Mourinho won two Premier League crowns in three years with Chelsea before leaving in 2007 and has often been linked with a return to Stamford Bridge, where there will be a vacancy in the summer when interim boss Rafael Benitez departs.
And, speaking at the opening of an exhibition in Setubal, Mourinho did little to dampen such talk.
The former Porto, Chelsea and Inter Milan coach was quoted by Football Italia as saying: "I have an adventurous spirit and do not know what will happen next season.
"It’s not easy to choose a new destination after working in England, Portugal, Italy and Spain. Maybe I could return to somewhere I’ve already been. Watch out for surprises."
The 50-year-old, who won an historic treble of Serie A, Champions League and Coppa Italia titles with Inter before leaving for Real in 2010, added: "If God keeps me healthy, then I am only halfway through my management career."