They asked him if the CL win was Mourinho's and he replied no, it's the club that won.
The face he pulls when he says that too is hiiiiiiilarious

Here's video of the interview:
http://www.striscialanotizia.mediaset.it/video/gruppivideo_gongolo.shtml
And article:
Mario Balotelli enjoyed the gift of a Milan jersey and pointed out “it was the team that won at Stamford Bridge, not Jose Mourinho.”
The Inter striker has been frozen out for over a week following a row with his Coach, although the reasons behind it are unclear.
“Why am I not playing? There’s no point asking me, you need to ask those who are higher up,” he told comedy show Striscia La Notizia.
“I don’t know, maybe the other players are just stronger than I am.”
Some reports suggest he celebrated when Milan – the side he supported as a child – closed the gap on the leaders to one point.
With this in mind, the television crew gave him the gift of a Rossoneri jersey with his name, which he held up to his chest with a broad grin.
He then pulled it on and checked himself out in the mirror wearing the shirt of Inter’s great rivals.
When the presenter told Balotelli that the fact he was frozen out and yet Inter still beat Chelsea in the Champions League made it a victory for Mourinho, he was unimpressed.
“Whose victory was it?! No way, it was the team that won at Stamford Bridge, not Mourinho.”