They said Mourinho had already settled a previous claim relating to his Spanish taxes, which resulted in a penalty of €1.15-million in 2014.
The Economic Crime Section of the Provincial Prosecutor's Office of Madrid has filed a complaint with the Court of Instruction.
Other Mendes charges being investigated for alleged tax evasion while playing in La Liga include Ricardo Carvalho, Ángel Di Maria and Radamel Falcao.
Mourinho is yet to release a statement about the allegations.
Mourinho (54) coached Madrid from 2010-13.
The episode may cost Real Madrid their star winger as Ronaldo feels hard done by the apparent excessive force with which the complaint has been dealt with.
The investigation was opened after the Spanish tax authorities informed the Public Prosecutor's Office about perceived discrepancies in the data, with a Madrid judge now set to determine the next stage of the process.
Ronaldo, who has been summoned to appear in court on July 31, has denied any wrongdoing.
Also a year ago, Barcelona star Lionel Messi and father Jorge Horacio Messi were found guilty of tax fraud and given 21-month sentences, which will likely be suspended. In fact, prison sentences of two years or less are usually suspended in Spain for those without prior infractions. Barcelona star Lionel Messi has been found guilty of fraud.