The Premier League outfit fell behind to Nik Kapun's thumping finish five minutes before half-time in Slovenia, but drew level when new signing Diego Costa produced a strike of similar quality in the 56th minute to score on his debut.
Kurt Zouma stabbed in the winner eight minutes later after Fernando Torres' shot was saved, and the Spaniard was then guilty of a glaring miss 14 minutes from time when he somehow chested the ball over an open goal from two yards out.
Mourinho, who returned to Stamford Bridge at the start of last season for a second spell in charge, expressed satisfaction at the day's events and believes he has a side capable of challenging for titles once again in 2014-15.
"The important thing is to give competition to the players," he said.
"The best thing was that Olimpija made it difficult.
"The other good thing is that we didn't pick up injuries. Obviously it's nice for a striker [Costa] to score in his first game.
"Every team has got stronger, not just us.
"The English league is the only one where five teams are candidates.
"We feel we are going to be very strong and we want to fight for the title, no doubt about it."
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