Lampard was linked with a move to the MLS for most of last season after it emerged he had not been offered a new contract by the club.
However, an apparent change of heart saw the 35-year-old sign a one-year deal in May - and Mourinho admits he urged Lampard not to go to the USA.
"At that time (last season) I was not in contact with the club," he told Sky Sports News. "I was only in contact with him as a friend because we kept contact all over these years.
"I was telling him, the way I know you - don't go to American soccer. You are a player who needs to compete every week at the highest level, you are a player that needs to be in real competition.
"If you go to the States, it's a fantastic country, football is coming up and you would be very important there. But if you go there you will not enjoy your life, and you have years to enjoy your life as a player.
"So my opinion was not to go but try and stay at Chelsea - if Chelsea doesn't want you then try and stay in the Premier League because you belong to high level competition. He was telling me in the Premier League he doesn't want to play in any other club."
Mourinho was speaking from Bangkok where Chelsea are on a pre-season tour of the Far East - they take on Singha All-Stars in their first match on Wednesday afternoon.