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."
Mourinho added: "If people think they can get our good players on sale, sales finished in London yesterday."
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