"But they are not like that, we are just lacking some luck in the last few games, that is all."
It was the first time in 10 years that Spanish World Cup winner Casillas had been axed with 25-year-old Antonio Adan called up to take the place of the benched veteran.
"At the moment, for me and my coaching staff, Adan is better than Iker," said Mourinho.
"We have been struggling in a number of areas, one of those has been defence. The coach analyses who is in the best situation to play and chooses his team and that is what I have done.
"You (the media) can invent what you want but it's purely a technical decision."
On being questioned about the 16-point gap behind Barcelona, Mourinho was again clear.
"I think it's an insurmountable lead. Last season we won the league with a similar gap and now we are not going so well. I'm not happy with that but this is the reality," he said.
Isco put Malaga ahead in the 49th minute before an own-goal by Samuel Sanchez allowed Real to level in the 66th minute.
But substitute Roque Santa Cruz gave Malaga a two-goal breathing space with strikes in the 73rd and 76th minutes.
Benzema pulled one back eight minutes from time, but it was too late to prevent Malaga from clinching a first win over Real since 1983.
-AAP
