Having steered Inter to Champions League and Serie A glory last term, Mourinho has been given the task of reviving the form of Real's Galacticos.
But there was no Cristiano Ronaldo or Xabi Alonso to welcome the former Chelsea boss and his clipboard to the club's sport city training complex.
They are just two of several players who have been given some extended leave after being involved in the World Cup in South Africa.
Two other senior pros missing were midfielder Guti and striker Raul. Both have been given a few days to consider their futures.
One piece of business concluded was the signing of Pedro Leon from Getafe.
The attacking midfielder has signed a six-year contract after his transfer was agreed for around £9million.
Jose Mourinho began his quest to become the first 'Grand Slam coach' when he took charge of his first training session as Real Madrid manager on Friday.
The Special One took the Bernabeu job after guiding Inter Milan to an historic Champions League, league and Italian Cup treble last season and promptly announced he wanted to make history by winning a titles in England, Italy and Spain.
The former Chelsea boss has been linked with plenty of stellar signings as he looks to rebuild a Mardid squad high on attacking flair but low on defensive steel. The likes of Ashley Cole, Steven Gerrard and now Nemanja Vidic have all been mentioned as possible big-money targets for the Portuguese.
Making a point: Jose Mourinho gives instructions to his new Real Madrid players
Madrid are also said to be closing in on the £8.5million signing of Stuttgart midfielder and Germany international Sami Khedira.
But there was little sign of such star quality on view at Mourinho's first session, held at Madrid's Valdebebas training centre, with galacticos such as Cristiano Ronaldo, Gonzalo Higuain, Kaka and Xabi Alonso all still on holiday following their World Cup exploits.
Familiar faces: Mourinho with Madrid's ex-Premier League players Jerzy Dudek (second left) and Lassana Diarra (third left)
Lassana Diarra and Karim Benzema did have an early opportunity to impress Mourinho, as their new boss put them through their paces. Former Liverpool goalkeeper Jerzy Dudek also got his chance to make an impression.
In a city still recovering from Spain's World Cup triumph and the wild celebrations that followed, Mourinho made a low-key start to life at Europe's most successful club.
But, knowing Mourinho, this will turn out simply to be the calm before the storm.
Not going well, Jose? The Special One appeared to be feeling the strain (left) and worked closely with French striker Karim Benzema (right)
Welcome to your new home: The Valdebebas training centre in Madrid