The Spain international was Chelsea's Player of the Year last season, but reports claimed he could be included in the club's bid to sign Manchester United striker Wayne Rooney.
Mata has discussed his situation with Mourinho and he has been reassured that he has an integral role to play for Chelsea this season.
"I was relaxed about the speculation because I spoke to the club and the manager, who said I was important to them. That was good to hear," Mata is quoted in several newspapers.
He added on Chelsea's official website: "We're really looking forward to starting the season with him and we are all excited about it. Jose did a really great job here a few years ago and I think that we can do it again.
"It's very good, everyone wants to feel important for the club, I feel it, I'm very happy and enjoying training with the new manager, and I hope I can improve on the last two seasons."
Mata returned for pre-season training later than the majority of his team-mates after representing Spain at the Confederations Cup.
He has featured against Inter Milan and AC Milan during Chelsea's current tour of the United States, and he is pleased to be back in action.
"Playing against AC was good for me," he continued. "The players who were in the Confederations Cup need minutes, and with games like this it's better for us.
"Each manager has his own kind of work, but in terms of intensity the training has been high and I think it's really good to get the intensity into our game."