Mourinho, whose side play Tottenham Hotspur in the final at Wembley on Sunday, claimed his first piece of silverware with Chelsea in 2005 when they beat Liverpool 3-2 after extra time to lift the League Cup.
Premier League clubs had often fielded weakened sides in the competition as they opted to focus on the league but Mourinho says he changed that approach.
"I respect every competition. It would be easy to say we didn't take FA Cup seriously because we lost against Bradford but we take every competition seriously," Mourinho told reporters on Friday.
"Probably lots of teams have followed us since 2005 when we took the League Cup as a real competition, as a real challenge, and we were trying to reach finals and trying to win.
"Liverpool and us gave it everything in the semi-final. It is a big competition."
Chelsea, who lost the 2008 League Cup final to Spurs, will be without suspended midfielder Nemanja Matic and the injured Jon Obi Mikel at Wembley.
Chelsea are five points clear at the top of the Premier League and host Paris St Germain in a Champions League last-16 return match next month after drawing 1-1 in the first leg.
After a trophyless campaign last time around, League Cup glory could set Chelsea on the road to a successful season but Mourinho is not getting carried away just yet.
"I just think about the moment. Only this game. We have a final to win and nothing else matters," he said.
"I don't think if we win the Cup final we will win the league, or if we lose it we will lose the league.
"It is just a game we have to play and after that the Cup talk is over. If we go home with the Cup and the medal, perfect.
"But no consequences -- we just carry on. There is no time to think about consequences."
(Reporting by Michael Hann, editing by Ed Osmond)
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