The Ligue 1 champions were paired with Chelsea in Friday's quarterfinal draw and will host the first leg of their meeting April 2 before playing at Stamford Bridge six days later.
Speaking after a 6-0 win over Premier League title rival Arsenal on Saturday, Mourinho claimed the French side must be considered the favorite to progress.
"I think they are happy to play against us. I think everybody was waiting for us, so they must be happy," he said. "And we are happy because we want to play against the best teams and the best players.
"It is important for our evolution as a team, especially to the younger players, and we are happy to play against them. We know it is difficult but we want to enjoy these two matches."
Mourinho played down the suggestion that a home second leg favors Chelsea.
"The second leg is an advantage for the team that plays away, because if you go to extra time they have 30 more minutes to score one goal that counts double," he added. "It is an advantage always for the team that plays away. Of course [PSG] are favorites."