Mourinho's side are in Turkey ahead of the first leg of their last 16 tie with Galatasaray, which takes place on Wednesday.
While Mourinho, who has persistently played down Chelsea's chances of winning the Premier League title, claimed that his club should not be considered one of the favourites for European glory, he is aware that the most fancied teams do not always prevail.
"I think when a team reaches a quarter-final anything is possible, so this round is a very important round for every team," the Portuguese said.
"Chelsea won it (in 2012) when it was not the favourite; I won it twice (with Porto and Inter) when I was not the favourite; I didn't win it when my team (Real Madrid) was one of the favourites, so this competition, because of the knockout, has space for a surprise."
Mourinho faced Galatasaray in last season's Champions League, leading Real Madrid to a 5-3 aggregate triumph at the last-eight stage.
He believes that the Turkish side are now even stronger and said: "If last season was very difficult for Real Madrid, I think this season for Chelsea is not going to be different.
"They were a good team last season, and they have almost exactly the same team, but have strengthened with a few extra players.
"We are going to play to win. But we know that they are strong and their attacking players are special players."
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