Mourinho has won two Champions Leagues, the old UEFA Cup and the Europa League, but said he was feeling the same pressure ahead of Wednesday’s Conference League final with Feyenoord in Tirana.
“There’s not going to be anything else in my head until after tomorrow,” Mourinho told reporters.
“Previous experience isn’t helping, I thought it would but it’s not, I’m exactly as I was when I managed my first final.”
Mourinho, 59, has won over supporters after a broadly successful first season in the Italian capital in which he secured Europa League football and took Roma to their first European final in over three decades.
He got Roma into Europe’s second-tier competition thanks to a 3-0 win at Torino on the final day of the Serie A season which gave them sixth place.
“We managed to win that final and now we have another target to go for,” he added.
“Now that we’re here we have to do everything possible to make history.”
Captain Lorenzo Pellegrini said that he was going into the most important match of his career, leading his boyhood team out for the final of a competition which attracted doubters at the start of the season but has provided plenty of entertainment.
The Italy midfielder, who was born and raised in Rome and came through the club’s academy system, has been a standout player under Mourinho and is keen to give Roma their first trophy since 2008.
“It’s my first final and I’m going to play it wearing this shirt,” he said.
“I couldn’t ask for more.”