The Stamford Bridge outfit drew 2-2 with French champions Paris Saint-Germain on Wednesday to crash out of Europe on away goals - Thiago Silva netting the decisive effort after an Eden Hazard penalty looked set to have earned Chelsea an extra-time victory.
Mourinho's sole focus is now on sealing the top-flight title, urging reporters at his news conference on Friday to direct their Champions League questions at Arsenal manager Arsene Wenger or Manchester City boss Manuel Pellegrini, both of whom remain in the competition.
"We have closed the chapter on the Champions League," he said. "If you want to speak about the Champions League then you need to go to Wenger or Pellegrini because they are still in the Champions League.
"We are not in the Champions League. We played eight matches, we lost zero, we couldn't win through to the quarter-finals, so we are out of the Champions League. We failed in a knockout game."
Despite their midweek setback, the Portuguese is confident Chelsea will be celebrating further domestic honours come the end of the season, having already lifted the League Cup.
"The people who went out last Wednesday are the same who've been top of the league since day one," he added.
"They are the same people who won the Capital One Cup and the same people who are going to win the Premier League."
Chelsea came from behind to earn a point at Southampton back in December, with Hazard netting the leveller after Sadio Mane had put the hosts ahead.
Southampton were in the top four at the time, but have since fallen away to seventh, and manager Ronaldo Koeman admits he is envious of some of the league's bigger clubs, including Chelsea.
"They have the best players, the most money," he said. "They have all players of international quality in their squads.
"It's normal that they are one of the first five or six in the Premier League.
"It's always a bit jealous for the rest of the teams. Everton did it one time, Swansea went close to that and now we are close, but it's not easy to reach finally that high position between the big ones.
"We know that, but we try and we can't do any more."
John Obi Mikel (knee) is Chelsea's only absentee, while Southampton have no fresh injury concerns following their recent trip to Switzerland.
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