The Blues illustrated the strength of their squad when Mourinho made 10 changes for Tuesday night's 2-0 Capital One Cup victory at Arsenal.
But the majority of that team, including goalscorers Cesar Azpilicueta and Juan Mata, know they could find themselves kicking their heels when Mourinho takes Chelsea to Newcastle for Saturday's lunchtime kick-off in the Barclays Premier League.
"I don't say it's a headache, I say a bad feeling," said the Stamford Bridge boss.
"It's not easy for me to leave some players at home or on the bench because I think everyone deserves to play.
"To have all those choices is a good problem and to have all the players playing well and committed to the group is fantastic.
"But for me the responsibility of saying 'you don't play' is very hard because I feel I am being unfair with the ones I'm not selecting, because they are doing all they can to play and they can't do any more.
"When they come in they give everything, when they have a chance to play they play well.
"I change the team and they play a magnificent match so it's a difficult feeling for me because I'm unfair on them."
Chelsea can go top of the table, for a few hours at least, with a victory over the Magpies.
But despite heading to Tyneside on the back of a six-game winning run Mourinho knows only too well how tough a task they face - he has yet to win in the league at St James' Park.
"We know we have one of our most difficult matches of the season but we will try," he added.
"Going top is not important. It's important to go in the right direction and we feel we are improving - the quality of our game is good, the results at the moment are fantastic.
"We won every match in every competition in October including Schalke away, Arsenal away, Manchester City at home. They were very difficult matches and we won every one.
"But being top or not to be top at the moment is a question of one or two points, it's not important, although it's better to be first than fifth."
This week Chelsea agreed the signing of 18-year-old midfielder Bertrand Traore, who has impressed while on trial with the club.
Blues fans will not get a chance to see the Burkina Faso international in action until January, when his work permit comes through, but Mourinho feels he will be worth the wait.
"Traore is a great talent that the club followed for a long time before me," he said.
"I wanted to take him to pre-season to have a view of him for two or three weeks and play him in front of 60,000 to 80,000 crowds like we have in Asia.
"Now we could get him. We have a kid who in our opinion is one of the best talents of his age. I think he is ready to make an impact."
Mourinho has a fully-fit squad available for Saturday's trip apart from long-term absentee Marco van Ginkel.