Pep Guardiola is said to be Chelsea owner Roman Abramovich's number one managerial target, while reports in Italy have claimed former England boss Fabio Capello has spoken to the Russian about the vacancy at Stamford Bridge.
Mata insisted the uncertainty over Di Matteo's future would not have a negative impact this weekend.
He said: "No, I think it's not a problem now. We are only thinking of the final.
"We are all happy with Robbie - he's a very, very good manager - but we don't know (what will happen)."