Mourinho's side are currently fifth in the Premier League on 60 points, four behind Manchester City but with a game in hand. Only the top four finishers are assured entry to Europe's elite club competition.
"It will be the perfect end to the season," Mourinho, who took over at United last May, told British media.
"A difficult season, lots of matches, trying to build a team, trying to recover a certain mentality, trying to finish the season playing a European final.
"It will be the perfect finale for Manchester United."
Mourinho added that reaching the final would also be a good way for striker Zlatan Ibrahimovic to end his season.
The 35-year-old, who is United's leading scorer this season, is set to be honoured with a statue at the Friends Arena in his native Sweden where the final will be played.
"For Zlatan it would be fantastic to play the final in Stockholm, in his country. It would be beautiful," Mourinho added.
(Reporting by Aditi Prakash in Bengaluru; Editing by Peter Rutherford)
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