He said: "I keep saying that I don't believe anyone can do it. Even when Chelsea were in a position to do it last season, I still didn't think we could.
"Manchester United were out of the Carling Cup so even when they were doing well in the Champions League, Premiership and FA Cup, they couldn't do the Quadruple.
However, Mourinho is confident about his team's chances this season. He said: "I believe Chelsea have the best players in the world - and that's the way I work.
"I believe to win is to be the best and I will always believe in my players. Who should win the Golden Boot this season? Drogba.
"There will be other players in the frame like Kaka, Ronaldo or Messi, but for me it's Drogba.
"Everyone has to improve, the club, Jose Mourinho, the players."