Chelsea have had two bids rejected by Everton for defender John Stones, with the Toffees determined to keep hold of the 21-year-old.
The Blues view Stones as the long-term heir to John Terry, but Mourinho has poured doubt on the England international moving to Stamford Bridge this summer.
“I repeat the same thing every season. For me, the transfer window is over,” he told talkSPORT.
“I don’t like the transfer window when competition starts.
“I know it is open and my club is able to buy or sell, but I don’t like that feeling.
“As a football coach I am now thinking about my players, about my squad and I don’t want to think about the transfer window.”
Chelsea are also reportedly close to signing Augsburg defender Baba Rahman after his agent claimed terms had been agreed with the Blues.
The Premier League champions are short of left-backs having seen Filipe Luis leave for Atletico Madrid, but Mourinho insists he is not thinking about transfers.
“What happens happens, but I’m not going to lose one minute of my time thinking about the transfer window and I’ll try to get the best out of my players,” he added.
“These are the rules and I have to adapt but I don’t think about it.”