The Italian replaced Antonio Conte in the summer and has become an instant favourite with the club's supporters.
The Blues have had a strong start to the season but Sarri can't believe the support he has received.
Sarri said: "It's a dream to be here. I walked into Stamford Bridge and hear this shout: 'Mauriziooooooo!' Then the chants, it makes you want to pinch yourself.
"They usually do that for those who have won, but what have I won? I couldn't believe it."