The 25-year-old was voted the club's player of the year in both of the past two seasons.
This year Mourinho has kept him in reserve for the majority of games and criticised his consistency, but Mata is happy at Chelsea.
"People have come up to me in the street," Mata told reporters. "It's nice to feel the people are behind you and supporting you.
"I will always be grateful to the Chelsea supporters. Probably because of the seasons that I had, I feel really loved by the fans.
"The other day against Basel I got emotional. I went to warm up and all the stands were cheering my up. I don't know why. That's what I try to keep in mind."
Mourinho suggested that he is ready to bring Mata back into the first team ahead of Saturday's game against Tottenham Hotspur.