Mourinho mentioned Dier as one of his players that feels "more than anyone else, these little moments of confidence, of crisis".
The Portuguese coach made the comments after Spurs' 2-0 win over West Brom earlier this month, a match that Dier sat out as an unused substitute.
The England international has returned to the starting line-up in four of Spurs' five games since and Dier rejects the suggestion his confidence was low.
"Confidence-wise, I don't feel like I've been in a bad place all season," Dier said.
"I've gone through periods where I've had low confidence in the past so I know what it feels like and I haven't felt that this season.
"The most important thing is the reality and people's perception versus reality can be different sometimes.