The 28-year-old has been linked with a move to the Spanish capital in the wake of Mourinho's switch from Inter to the Bernabéu. Manchester City are also believed to be interested in the Brazil full-back, but Maicon has his sights set on a move to Madrid.
He told Spanish daily AS: "What I want is to play at Madrid and for me it would be an honour to be able to do that because I've already said it would be a great opportunity in my career. With Manchester City I have nothing [agreed], I can assure."
Given the choice between the two clubs, he added: "I'm going to say it very clearly so there are no misunderstandings. I want to play at Madrid, I don't want to go to Manchester City. Moreover, I repeat that I have nothing [agreed] with the English club."
Regarding Mourinho, who led Inter to the Serie A, Coppa Italia and Champions League titles in 2009-10, Maicon said: "Mourinho is a great coach and I don't think anybody can dispute that.
"I have a great relationship with him and for me it would be nice to be able to play under him again. We have won many things together and I hope to be able to repeat that. He's one of the best coaches that I've come across in my life."
However, while speculation persists about where he will be playing his club football next season, Maicon's thoughts are now focused on the World Cup.
"My priority right now is Brazil and to go into the World Cup in the best form possible," he said. "Hopefully we will have a great tournament and we can finish it as champions.
"But I will say that it makes me proud that a club like Real Madrid are interested in signing me. It's something very important and it fills me with hope but, I repeat, my priority now is Brazil."