Mata reacted angrily to being substituted in Wednesday's Premier League win at Southampton and afterwards Mourinho suggested the "door was open" should Chelsea's player of the year for the past two seasons wish to leave.
Belgium forward De Bruyne has also been linked with a move after being frustrated by a lack of opportunities this term, but Mourinho is not intending to allow any players a soft exit in a warning to suitors of his players.
Mourinho said: "If people think they can get our good players on sale, sales finished in London yesterday."
There have been reports of interest from Paris St Germain, Napoli, Inter Milan and Manchester United, among others, in Mata, but Mourinho insisted no offers have been received and praised the World Cup-winner's performance in training ahead of Sunday's FA Cup third-round clash at Derby.
"I keep saying that I want him to stay," Mourinho said.
"There isn't offers. We have no offers. When I said 'I don't want him to leave', he was focused on that and not focused on when I said 'the door is always open'.
"Today he trained in a fantastic way, so no problems."
De Bruyne has struggled to break into the Chelsea first team after being integrated into the squad following loan spells in the first 18 months of his Blues career.
"We know that he (De Bruyne) fancies a move, but he is a fantastic player and fantastic players are very expensive," Mourinho said.
"I don't want him to leave, but we have a couple of contacts, made not by us, because we don't want to sell.
"We know that Kevin didn't adapt very well to the difficult life a Chelsea player has.
"(He was a) very important player for Genk, very important player for Werder Bremen. It's the first time he comes to a big club with big competition. They have to accept this competitiveness."
Chelsea have been linked with purchases this month, particularly a striker.
Mourinho quashed reports of a £50million offer for Napoli's Argentina striker Gonzalo Higuain, who played under him at Real Madrid.
Mourinho said: "Nothing is true about Gonzalo. He's a player that I know we cannot get.
"He's a player that moved from Real to Napoli six months ago, he's doing very well, he's adapting very well to Italy.
"I don't believe they're interested in selling Higuain, so why should we be interested in somebody we feel is impossible to come?"
Mourinho again was adamant Chelsea will not be particularly active during the winter transfer window and insisted a striker is not on his shopping list.
"A striker, 100 per cent no," he said.
"The market is open, but for us, almost closed."
Mourinho believes his current squad, third in the Premier League and in the knockout stages of the Champions League, is capable of challenging for top honours this season and will be even better next term.
He added: "This squad is good enough for my first season and for the objectives of the first season and to prepare the next season. We are happy with the squad we have.
"We know what we need for the future. We are preparing the future but competing in the present.
"We are going to fight every game, we are going to try to win every game in every competition.
"We are favourites for nothing. We just want to be favourites for the next game, it's our philosophy."
The next game is against a Derby side managed by Steve McClaren.
Mourinho was close to succeeding McClaren as England boss in late 2007, following his own departure from Chelsea and prior to the appointment of Fabio Capello.
"I was almost there when I left Chelsea, but after that no more chances," said Mourinho, who rates McClaren as a boss following his Dutch Eredivisie success with FC Twente.
"I'm happy to play against Steve, I'm happy to think back. I'm happy with his success in Holland.
"With full respect for the Championship, where very good managers are, I think Steve belongs to a different level.
"Hopefully he's back to the Premier League soon. I'll be happy with that."
Mourinho won the 2007 FA Cup with Chelsea and has promised to field a strong team at Derby.
David Luiz is available following suspension, but Frank Lampard (muscular injury) and Branislav Ivanovic (knee) remain out.
Source : PA