Andrew Ridgeley did too, but against a rather less Shakespearean backdrop. It's not really the controversy surrounding the Special One that is unsettling – he has walked in storm clouds throughout his career – it's the presence, real or imagined, of enemies within that makes this uncharted territory.
There had been rumblings for the best part of the past two seasons that some at Real Madrid were far from enamoured with Mourinho's methods. It wasn't just about the style of play, though it's worth remembering that this is a club whose legend is built on entertainment and, relative to arch-rivals Barcelona, this Madrid side pales severely by comparison.
It was mostly about the bluster, the fights picked in public, (both verbal and of the eye-poking variety); the pot-shots at opponents and referees; and, most of all, turning the Barca-Real divide into something personal even as, at national team level, Castillians and Catalans weren't just working together, they were winning together.
Last month, in the midst of an outburst directed at a radio reporter ("My people and I are the top in our profession. You are s*** at yours.") Mourinho admitted there were three "rotten apples" in his squad. Naturally, that prompted relentless speculation as to their identity. Most agreed Iker Casillas and Sergio Ramos were two. There was some disagreement on who the third might be, although Mesut Ozil enjoyed a lot of support among those guessing.
Ramos tweeted birthday wishes to Mourinho yesterday. If Casillas didn't get the manager a card, that might be understandable. The goalkeeper was dropped before Christmas, then called back into the side when his replacement, Antonio Adan, got himself suspended. Now Casillas is injured, meaning he is likely to miss the do-or-die Champions League last-16 clash with Manchester United.
But this past week might have been the low point in terms of cloak-and-dagger skullduggery. It culminated in the biggest-selling newspaper in Spain – and traditional Real Madrid house organ – Marca announcing Ramos and Casillas had met president Florentino Perez over lunch and issued a clear "him or us" ultimatum. Another paper quoted Casillas as saying: "Mourinho is the best coach I've ever had, but now he has gone insane." And most papers carried a story saying Real was now run by the players, with Mourinho effectively sidelined.
Perez, whose public pronouncements had been few and far between of late, called an emergency press conference on Thursday in which he denied the Marca story and threatened legal action. Ramos and Casillas also issued public denials. Yet the paper stuck to its story the next day, daring those involved to sue.
And, since there were only four people present at the "mutinous" lunch – Perez, Ramos, Casillas and the club's chief executive, Jose Angel Sanchez – you don't have to be part of a CSI crew to figure out that either someone is telling porkers or Marca enjoy paying huge fines in court. The guy stuck in the middle is the president. He's up for re-election in June and has been something of an absentee landlord for the last two years.
This has been partly down to necessity – his bread-and-butter business is construction and that has taken a huge hit in Spain – and partly because when your future is in the hands of Real Madrid's electorate it makes sense not to be too exposed and take sides until the dust settles and we have a likely winner.
Back the wrong horse and you can pay a hefty price. Support Mourinho a little too vocally as the season goes pear-shaped and you'll be voted out in the summer. Back the "rebels" and if Mourinho drops them and then wins the European Cup you'll look like a fool. Plus, you'd have a problem with the club's ultras, most of whom are tooth-and-nail behind the Special One.
To make matters worse, the stakes are ratcheted up by Mourinho's enormous contract (after this season he'll be owed some £50 million over three years) and, especially, that of Cristiano Ronaldo. The former Old Trafford star enters the final two seasons of his deal in June and feels he needs a bump. Rightly so, except we're talking something in excess of £100m over four years and that's a huge commitment.
What's more, with every day that passes, leverage moves from club to player. And, frankly, it's tough to separate Ronaldo from Mourinho right now, because they have the same agent, Jorge Mendes, who also happens to represent four other first-teamers (Ricardo Carvalho, Angel di Maria, Pepe and Fabio Coentrao). That makes any negotiation messy and expensive.
Of course, Mourinho himself – contract aside – isn't exactly in the strongest position either. The team's domestic woes are well-documented. They won't win the title and are likely to finish miles behind Barcelona, possibly in third place. What's more, Barcelona and Manchester United are up next in the Spanish Cup and Champions League respectively, which means Madrid's season could be over in March. This story is set to run and run. And it will take a Herculean effort for Mourinho to emerge without his reputation tarnished at least in part.
OK, so last weekend Manchester United goalkeeper David De Gea gets slaughtered for a late mistake against Tottenham Hotspur (the criticism seemed a bit harsh to be honest considering his brilliant saves had kept them at bay until that point).
The following day, the story is everywhere that Sir Alex Ferguson is ready to cut the young Spaniard loose. It's in every paper, so you assume it is well sourced. Gary Neville goes on Sky and (figuratively) crucifies De Gea, prompting Richard Keys to go on the warpath, suggesting Neville was following Sir Alex's orders.
Then Sir Alex comes out and defends De Gea as if he was a surrogate son, going so far as to call his critics "idiots". What gives? Hey, maybe there is no big conspiracy. Maybe Neville was just speaking his mind as he has done eloquently and independently since becoming a Sky pundit.
Maybe someone at United was just testing the water: plant the De Gea story and see if we get a decent offer. And maybe Keys was just trying to stir the pot.