The Blues take on Sunderland in the quarter-final on Tuesday and the Portuguese insists that they have come too far not to push for glory.
Though three matches stand between Chelsea and the final - and despite acknowledging the strength of the remaining opposition - Mourinho is looking to reach Wembley, hoping that it can provide "a launch-pad" to greater things.
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"It's not very, very far. We are going to try. Let's see if it could be a launch-pad for us again but, in this moment, you see the teams that are there.
"We go to Sunderland, which is obviously very, very difficult, but on top of that you have Tottenham, West Ham, Manchester United, Manchester City ... it will be a difficult one. Let's see."
After their quarter-final, Chelsea will next face Arsenal on December 23 and Mourinho lamented the Gunners' having extra time to prepare.
"To play a game in the same week you play the second against the first is a strange week, especially because Arsenal is not having this game," he remarked. "But that's our fault - we were the team that knocked them out.
"I can guess that they are having a couple of days off. I can guess they are going to prepare the game calmly, tactically very well prepared, and, instead, we have to travel, we have to play, we have to come back."