Mourinho has attempted to focus on today's clash with Siena.
He told uefa.com: "I cannot say I don't think about the Final, but I try not to think much about it.
"Bayern are already champions of Germany. We are not champions in Italy. We have one match to play, and this is a very important trophy for us.
"But you cannot forget about it, because we will be in Madrid to play a game that everybody wants to play, a game that especially this club wants very much to play, because for almost 50 years Inter have not been there.
"I think everybody must be together now. I think this is important, when you go to the big moments where it's very difficult.
"Everybody must trust everybody around them. We are living a crucial moment of the season, everything in two matches; we play for the two most important trophies, the championship and the Champions League."