Chelsea beat City and Liverpool both home and away last campaign but defeats against Aston Villa, Sunderland and Crystal Palace proved costly.
And Mourinho, who returned to Stamford Bridge for a second spell 12 months ago, is well aware of the competition for the top spots and knows it will be tough to add to his previous domestic haul of back-to-back titles in 2005 and 2006, two League Cups and an FA Cup triumph.
"Next season will be very, very difficult, even more so than last," the Portuguese told the club's website.
"I know Chelsea will be better, but maybe the other teams will be better too, so it will again be the kind of league where you don't know if you're going to finish first or finish sixth.
"In this moment I have to think and feel and say we want to finish first."
For the first time in 14 years Chelsea will begin a season without Frank Lampard in the squad after the 2001 signing from West Ham, who went on to become the club's record goalscorer, left at the end of his contract.
After eight years at the club, left-back Ashley Cole is also a free agent, although he is yet to confirm where he will play next season.
The arrival of striker Diego Costa from Atletico Madrid is imminent and he will join fellow Spain international Cesc Fabregas in a continuation of the evolution of the squad.
"After 10 years of titles and great moments, this is a moment to rebuild again, because teams don't last forever," Mourinho said.
"Clubs yes, but not the teams. In the same club you have to build another team. I was a little part of the process that made Chelsea a force in the last decade, and I come back with the dream to try to be a little part again of the next decade.
"That's what we are doing, and for sure the results will come."
Eden Hazard will remain a key figure despite reports linking the Belgium playmaker - and Chelsea's number 10 after changing his squad number - with moves to Paris St-Germain and Barcelona.
"People like Eden bring the magic and win matches in one action," added Mourinho, who praised and criticised Hazard at times last term.
"They have the flair and the artist's touch of the football. At the same time, he was not just that. He had a big evolution and he scored more goals than before.
"His work-rate for the team improved a lot too, so for a player like him he deserved it and the fact he was recognised by the fans gives him for sure more appetite for the next season to be even better."