The Brazilian playmaker and his teammate Eden Hazard are both rumoured to be targets for the Ligue 1 leaders, who are believed to be preparing a £42m bid for Oscar.
However, the 22-year-old, who inherited the number 11 shirt from Stamford Bridge favourite Didier Drogba, has revealed that he wants to follow the Ivorian in becoming a Blues legend.
He told reporters: "Didier has always been my idol. Now I am wearing the same jersey he used to have. I am writing my own Chelsea story."
Mourinho claimed that it would take an offer of £300m'to prise Oscar and Hazard away from Chelsea.