Mourinho would become the first coach to lift the trophy with three different clubs if he leads the Blues to success in the competition this year.
However, ahead of Chelsea's opening group game at home to Schalke 04, Mourinho claims that getting his team out of their group is his top priority.
"Do I want to try to win again? Of course I want to. I have many years ahead of me, but in this moment I only think, don't play Europa League," he is quoted as saying by BBC Sport.
"It would be very bad for the evolution of our players to go to Europa League. We have to qualify. We have to do everything to qualify."
Chelsea welcome German side Schalke to Stamford Bridge on Wednesday night.