Spanish playmaker Mata has been one of the Blues' star men since arriving at Stamford Bridge from Valencia in 2011 but has this summer been linked with a move away from the club.
Mourinho has a wealth of options at his disposal in Mata's position and Chelsea's £30million move for Anzhi Makhachkala's Willian has increased speculation that an exit is on the cards.
Mata was an unused substitute in Monday's goalless draw at Manchester United but Mourinho insisted after the match there was no truth in rumours of a possible departure.
"He is very important for me and very important for Chelsea," said Mourinho.
"The stories that are coming out are nonsense stories. He goes nowhere."
Fresh reports have claimed that Tottenham Hotspur may try and swoop for Mata if Gareth Bale moves on, while Atletico Madrid have also been credited with an interest in the 25-year-old.
Atletico president Enrique Cerezo has admitted he is an admirer of Mata, but has played down talk of a transfer by admitting he would probably cost too much.
"Mata is a good player but he's playing in the Premier League and over there they pay a lot," Cerezo is quoted as saying in The Sun.