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And Mourinho says it is vital that his team does not look too far ahead, even if he is proud of leading his team to a final in his first full season at the helm.
"It’s a game that takes us to a final, probably, but I hope not, an empty Wembley final but of course I’m very happy. We’ve had London derbies and other games but this is the match that took us to a final," he told Sky Sports.
"The final is now in a pocket for three months, we have to wait for the final so we have to focus on what we have coming up. We have the FA Cup, the Premier League, the Europa League, so let’s forget the final for now. But when April arrives we have to be ready and to fight for the trophy.
"The game was always under control, They had the offside goal, when the ball goes in the air you cannot press the ball, you just have to try to get to the first and second ball.
"There was penetration on the right side and Davinson Sanchez was clever not to touch the guy. We didn’t play brilliantly, sometimes wrong decisions, sometimes one more touch, not with that soft control that allows you to play fast but the game is always under control against a team that will probably be in the Premier League next year."
Mourinho's assessment of Brentford was matched by Eric Dier, who was full of praise for the Championship club.
Brentford currently sit fourth in the Championship, six points behind league-leaders Norwich City, and Dier believes that Tuesday's opponents wouldn't be out of place in the top flight.
"We're really happy to be in the final after a really difficult game against a very good side, Brentford are just as good as a lot of teams in the Premier League," Dier told BBC 5 Live.
"Every game is difficult, credit to Brentford they were very well organised. We knew if we were right in our approach we had the mentality to win.
"I felt it was offside straight away but I didn't know how close it was. If the technology was right then there's nothing to complain about really.