Okocha and his team-mates made a habit of upsetting the big boys and a 2-1 Premier League win at Stamford Bridge in December 2003 is imprinted on his memory.
"How could I ever forget a result like that?" Okocha said. "It was a brilliant victory and is a great memory to look back on.
"It showed what can happen on any given day and that has encouraged me about the possibilities of what could happen when Chelsea arrive at the KC Stadium.
"I don't think they will look forward coming to a place like Hull - and some of their players will not even know where it is."
But Okocha insists Grant's players have no right to use the absence of Mourinho as a reason not to perform.
"Mourinho's departure was crazy when you look at his record there," said Okocha.
"But that's football and nothing surprises me.
"The manager has gone but it's still the same group of players who are out there on the pitch.
"Managers come and go but that's no reason not to perform and as professionals you have to go out there and do the business."