He spoke out after the Belgian international received more rave reviews as he scored for the second game running in yesterday's 4-1 win against a Malaysia XI.
Mourinho said: "We have to respect Didier because he is unique in Chelsea's history - and we have to respect Lukaku.
"The best way to do that is not to compare him to a legend in Chelsea's history.
"Leave Didier where he is, at the top of Chelsea's history, and leave Lukaku to work hard."
Mourinho added: "Lukaku had a fantastic manager last season but Steve (Clarke) is Steve, I am me and West Brom is not Chelsea.
"So he has to adapt but he has come back to Chelsea in great shape. Now it's up to the kid but he's open to learn the kind of movement we want."