Chelsea were knocked out of the Champions League at the group stage last season, causing them to drop into the continent's second tier competition which they won by beating Benfica in May.
"I don't want to win the Europa League," Mourinho told the BBC on Tuesday.
"If I win the Europa League it will be a big disappointment for me because I don't want to play in it.
"I don't want my players to feel the Europa League is our competition."
Mourinho, who won the Europa League's predecessor, the UEFA Cup, when he was in charge of Porto in 2003, said the Champions League was a priority.
"That's the only European competition we have to play and that's the European competition we have to give our best," he added.
The comments could be interpreted as a veiled dig at former manager Benitez, who was in interim charge from November and won the Europa League as well as leading the club to third place in the Premier League.
Former Liverpool manager Benitez was never a popular figure in his short time at Stamford Bridge, partly because of his rivalry with Mourinho during the Portuguese's first spell at Chelsea.
Benitez's Liverpool won the Champions League in 2005 and reached the final in 2007, beating Mourinho's Chelsea in the semi-final on both occasions.
Mourinho, who did win the Champions League with Porto in 2004 and again with Inter Milan in 2010, said he is targeting more Premier League success after winning two league titles in his first spell at Chelsea.
"The most important thing in football is to be the best team in the season and try to win your domestic league," he said.
"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, who left Real Madrid at the end of last season, said he will do what he can to get the best out of Fernando Torres, who has struggled to find his form since joining for 50 million pounds ($75.52 million) in 2011.
"Good players in big clubs, they are always under this pressure," said Mourinho.
"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. He 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."
($1 = 0.6621 British pounds)
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