But Mourinho believes whoever losses on Saturday will still make history as a two-time winner at a later date.
"Tomorrow myself or Louis van Gaal will for sure become the third man in that group," he said.
"Hopefully, and I speak for myself and also for Louis because I saw him today and he seems to be in very good shape, if we continue in our jobs the one who doesn't do it tomorrow (Saturday) will do it in the future.
"I feel we will both join that group, one tomorrow and one later."
Mourinho won the European title with Porto in 2004 while Van Gaal triumphed with Ajax in 1995.
Despite the success of both men, Mourinho, who like Van Gaal has won titles in three different countries, admitted that he will still be nervous on the morning of the match.
"I will feel the pressure because I know myself, I know how my day before and during the event goes," said the Inter boss.
"Tomorrow morning I'll wake up and know that in a few hours we'll be playing the Champions League final.
"My heart will beat a bit faster and the temperature of my body will go up a bit and then I'll go to work and prepare the game and when I arrive at the stadium and step off the team bus, everything begins.
"That's the bit I like, my natural habitat, without pressure or tension."
Source: AFP Global Edition