The Blues had been confident of prising England star Rooney away from Manchester United.
But with the champions insisting they will not be selling, Chelsea owner Roman Abramovich is not willing to pay a huge fee for the 27-year-old.
That has seen Mourinho turn to experienced Cameroon striker Eto'o. The pair are good friends from their time together at Inter Milan.
And tribalfootball.com understands the iconic forward is in talks with Anzhi about a free transfer.
For the big stories and the banter follow us on Twitter: @tribalfootball