The Portuguese has won the Champions League and multiple Premier League and Serie A titles, as well as La Liga, but says that his focus is always forward.
Chelsea are chasing a treble, the first leg of which could be completed when they face Tottenham at Wembley, and Mourinho is fired up.
"This cup final is the most important of my career," he told the press, "more important than the Champions League finals. More important than all the other cups I've ever played before.
"Do I look stupid? It's just because it's the next one.
"The others are in the club museum. My medals are somewhere at home, I don't know where ... but the most important game of my career is always the next one."
Mourinho will be without midfielder Nemanja Matic for the final, with the Serbian serving a two-game ban after being sent off against Burnley.
The 52-year-old says that the fact that Matic is missing and Ashley Barnes, whose tackle led to the midfielder's reaction and red card, will be available the Clarets' on Saturday is bad for English football.
"We must take care of our football," Mourinho warned. "It's not about how many millions are watching on television. It's about the feeling and respect and credibility, what people think about it.
"Strong credibility ... this is something English football cannot lose. You lose credibility when a player like Matic is suspended and another player can play this weekend.
"I don't think you can have any doubt that all around the world people open their mouths with surprise at how this can be possible."