The Portuguese was quizzed on the Spaniard's future after seeing his side beat Southampton 3-0 and was surprisingly candid on the subject.
Chelsea secured an impressive 3-0 win at Southampton to strengthen its title credentials but the post-match press conference was dominated by questions surrounding the future of the 25-year-old, who walked straight past Mourinho and slammed his chair in the dugout after being replaced at St Mary's.
Oscar and Willian came on to set up the ultimately convincing victory but Mata's frustration was clear as he left the field.
When Mourinho was asked whether he wanted to keep a player who has been voted the club's player of the season two years in succession, the Portuguese told reporters: "I want to keep him. I want to keep him. I don't want him to go, that's my wish.
"But my door is open, the club's door is open too so when a player wants to sit with us, we are there waiting - waiting for them.
"But if you ask me: 'Do I want the club to sell him?', I don't want to so it never starts from us, the desire to move a player that we like."
Mourinho did, however, brush off the incident when Mata was substituted by insisting it was a collective frustration rather than an individual one.
"I think his frustration was because of the result," he said. "Because he knew we had to win.
"If we don't win this game the difference to the leaders is bigger so I think his frustration is about this because after the game everyone, including him, was happy in the dressing room and everyone was celebrating.
"So, for me, I have to believe that the frustration was because of the result."