Arsenal ended the match at Stamford Bridge with nine men, but the turning point came when Costa clashed with first Laurent Koscielny and then Gabriel with the score still 0-0, eventually provoking the latter into kicking out, resulting in him being show a straight red.
The FA overturned referee Mike Dean's decision to dismiss Gabriel and handed Costa a three-match ban for violent conduct for striking Koscielny in the face before the sending off.
"Now we know that retaliation is allowed. No problem, you can do it," Mourinho told the British media.
His Arsenal counterpart and bitter rival Arsene Wenger said the FA's decision to rescind Gabriel's red card repaired just five per cent of the damage his team suffered during the defeat.
"That just shows that they (the FA) decided after the game what should have been decided during the game and they repair five percent of the damage that has been done to us.
"Instead of us playing 11 against 10, we played 10 against 11," the Frenchman said.
"It is better I don't talk too much as I'm still angry about it," he added.
Mourinho refused to comment on Costa's retrospective ban, saying he feared he too would be suspended if he did.
"I don't comment. If I comment, bring examples, go deep and bring feelings into the discussion, a big suspension will be waiting for me. I don't want that, the team doesn't need that.
"The team lost an important player for three matches and they don't need to lose their manager, so I prefer to keep calm and quiet," the Portuguese said.
The FA has also charged Gabriel with improper conduct for not leaving the pitch immediately after the sending off and both teams for failing to control their players. All three must reply to the charges by 1700 GMT on Thursday.
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