The Blues dropped out of their defence of the Champions League at the group stage last season but went on to recover and win Europe's second-tier continental competition under Rafa Benitez.
But Mourinho told BBC Sport: "I don't want to win the Europa League. It would be a big disappointment for me. I don't want my players to feel the Europa League is our competition.
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However, the Portuguese's first priority is to challenge for the Premier League title on the domestic front.
"The most important thing in football is to be the best team in the season and try to win your domestic league," he remarked. "In our case, it's the most important league in Europe, so we have to try and be the best team and win the Premier League."
Mourinho also insisted that age or nationality will be no object to any of his players earning a place in his team if their form is good enough, mentioning Fernando Torres in particular a player he will nurture to build confidence.
"I don't care about the passport, I don't care about the date of their birth, I just care about performance," he continued. "If they are better than the young guys, then they play. If the young guys are better than them, they don't play.
"But the way they are working is amazing. These guys, they know they have to give everything and don't expect that status chooses the line-up.
"Good players in big clubs, they are always under this pressure. The only thing I can promise is that I give everything to my players and I try my best to perform the best I can. [Torres] will get from me that support that a striker needs to feel more confident but, at the end of the day, it's up to them and is their responsibility. Fernando has to cope with that."