The Serbian international has been linked with a summer switch to Paris Saint-Germain in recent weeks, but Mourinho is adamant that he will not sell the versatile defender.
He told Sky Sports News: "They (PSG) didn't contact Chelsea [about Ivanovic]. If there was any interest, it was not official.
"As a manager, a board, we have the responsibility of running the club, and the owner, and we are very, very clear that there is no chance that Ivanovic will leave Chelsea. The club is solid. The club is very well organised, the numbers are correct.
"We as a club want to follow the Financial Fair Play rules, but we are in a very stable situation. I like the squad, I like the profile. I like the fact we have a very young squad with three or four experienced players that are still in a fantastic moment of their career."
Mourinho will take charge of his first pre-season friendly of the summer tomorrow, with the Blues facing a Singha All Stars side in Thailand.