According to both Sky and German daily Bild, Mourinho was invited to the match at Berlin's Olympic Stadium by Dortmund's CEO Hans-Joachim Watzke.
The visit came just 24 hours after reports Mourinho's representatives held talks with Manchester United about replacing Louis van Gaal as manager of the Premier League club.
The 53-year-old has been linked with the Old Trafford post since being sacked by Chelsea in December.
The BBC and Manchester Evening News claimed on Friday discussions have started with a view to the Portuguese coach taking over at the end of this season.