The West London outfit finished the 2013-14 campaign as winners of the second-tiered European tournament, but Mourinho is adamant that the Champions League should be the club's top priority.
"It would be a big disappointment for me," Mourinho told BBC Sport. "I don't want my players to feel the Europa League is our competition. [The Champions League] is the only European competition we have to play and that's the European competition we have to give our best."
Meanwhile, the Blues continue to be linked to Manchester United striker Wayne Rooney, who is said to be 'angry and confused' by comments from manager David Moyes claiming that the forward will be used as cover for Robin van Persie.