Oscar has been a regular fixture in a Chelsea squad which remains on course to win the Premier League title this season, despite fierce competition for places at Stamford Bridge, which has seen both Juan Mata and Andre Schurrle leave the club over the last 18 months.
The summer transfer window could see Mourinho bring in more new recruits, but the Brazilian has no intention of leaving.
"I'm very happy here," Oscar told Goal. "I get along with everyone here and the club shows its praise to me.
"Chelsea is one of the best clubs in the world so I can't see why I would think of leaving the club."
Oscar has at times been the victim of tactical changes by Mourinho during games, coming off at half time against both Stoke City and Paris Saint-Germain in recent weeks.
And while the 23-year-old is pleased with his season so far, he is eyeing an improved contribution within the various systems he is deployed in by Mourinho.
He added: "I'm very happy with Chelsea's season so far. I'm happy with my own performances as well but reckon that I could have contributed more to the team.
"There are different tactics depending on the opponent we face and we respect the manager choices. Sometimes I ended up not playing the entire match but I'm doing my best to fulfil my role. So yes, I'm happy with my performances."