Hazard spurned a chance to earn his side all three points in the 85th minute at Ljudski vrt on Wednesday, Jasmin Handanovic making the save.
That came after Nemanja Matic had cancelled out Agim Ibraimi's superb opener, with Chelsea ultimately settling for a point.
But Mourinho refused to criticise his star man, telling Sky Sports: "When players play so well like Hazard did, he was fantastic and by far the best player of my team.
"Players like this can miss a penalty and still be the best in my team.
"We paid the price of not a good first half and their goalkeeper was fantastic.
"In the first half we didn't play well. I was not happy with the team or the performance.
"I changed at half-time with the conviction that team was going to improve. I was proved right, but they scored, their belief was higher and our players starting feeling the pressure."