Messi sparked the rumour mill into overdrive recently when he appeared to suggest that he might not finish his career at Camp Nou.
Premier League leaders Chelsea were subsequently identified as a possible destination for the Argentine superstar - who has broken the all-time goalscoring records in both La Liga and the UEFA Champions League in the last week.
But Mourinho, who went up against Messi several times during his time as Real Madrid coach, is adamant that such stories are not true.
Mourinho said on Friday: "My reaction is that your world [the media] changed so much that our world [football] also changed so much.
"And I think, in this moment, it's so easy, so easy to have non-truths circulating.
"It's so easy that some people put news without confirming or speaks about rumours. Obviously it's [Messi going to Chelsea] not true. Obviously it's not true."
Mourinho also discussed the importance of the FIFA Ballon d'Or, with the Portuguese coach revealing his dislike for the award.
"This kind of trophy is not good for football," he added. "This is why I don't care about it.
"Sometimes it looks like we are looking for stars, we are looking for some people to be more important than others. And this is not the culture we want in this club. I don't care about it. But it's there. It's there as a consequence of the good work the team is doing. And, if they feel that, okay. It's good for them.
"But the mentality here is not to be worried about that. Even less being obsessed with that.
"When I see these two names, [Chelsea duo Cesc] Fabregas and [Eden] Hazard, I think clearly they don't think about it. They think about the team, about playing well and trying to win matches."
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