Chelsea are one of a number of clubs, including Manchester United, to have been linked with the 27-year-old in recent weeks, but Mourinho insists that he is happy with his defensive options ahead of the new season.
"We're not interested," the Chelsea boss told reporters. "We have [Gary] Cahill, [Branislav] Ivanovic and [Kurt] Zouma.
"We also want to integrate [Andreas] Christensen into the first team with calm, who will train with us and also play some minutes in the league when it is possible.
"I think we are fine as we are, we are well set in defence."
Benatia joined Roma from Udinese last summer.