Mourinho will take his team to the Etihad Stadium, where City have won all 11 home Premier League games this season, for a mouth-watering last-16 clash.
"Our priority for the season is to improve," said Mourinho, who the trophy in 2007 during his first spell at the London club thanks to Didier Drogba's extra-time winner against Manchester United.
"The best way to improve is difficult things," the Portuguese told reporters. "We play against the best team twice in 15 days, in the best stadium.
"The stadium where they win every game, the stadium where they smash every team, the stadium where they score four or five goals against every team.
"We are going to go there with a good attitude, we have nothing to lose. They have everything to lose."
With Eden Hazard, Oscar and Andre Schurrle a constant threat against Stoke, Chelsea were in control throughout the match but squandered a number of chances to kill off their opponents.
"We played a very good game," said Mourinho. "The 1-0 doesn't reflect the ability of our game and the dominance of our game.
"We had some very good collective movements against a difficult team. I think we played very well and to score a beautiful goal was good."
Chelsea were without Juan Mata following his 37.1 million pounds ($61.2 million) move to Manchester United, but Mourinho confirmed they have reached an agreement to sign Egyptian midfielder Mohamed Salah from Swiss champions Basel.
"We had to react to the Mata situation," Mourinho said.
"We tried to go for a young player, a left-footed player and for a fast one.
"Most of my attacking players are very fast, but Salah is the type of player that looks for the space. We think it was a good choice and a good option."
(Editing by Ed Osmond)
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