The Blues sensationally hijacked Arsenal's deal for the Ukraine star over the weekend before confirming his arrival during their victory over Crystal Palace.
Their Prem leaders had seen two bids rejected and Chelsea took advantage by blowing them out of the water after paying Shakhtar Donetsk a whopping £97m.
Former Chelsea boss Mourinho mentioned the move when speaking after his Roma side beat Fiorentina, hours after Mudryk's arrival in English football was confirmed.
The Special One was asked about his side's transfer outlook for this month and told La Gazzetta dello Sport as cited by Sports Central: "I am not expecting anyone to arrive. "The director (Tiago Pinto) was very honest and direct, he said things in an interview that a coach usually doesn’t like to hear. "Coaches always want to hear we have lots of money, can buy option a, b, c, d, build an incredible team. That is the dream.
He added: "I worked at clubs with those sorts of practically limitless funds. "There are more and more clubs nowadays who fit that profile, but it’s not our profile. "We work, we give our all, we work with the characteristics we’ve got. "We need to find a solution, we can’t just buy Mudryk for €100m (£87m)!"
Mudryk became Graham Potter's fourth signing of the month and will be hoping to make his debut against Liverpool at Anfield next weekend.
The 22-year-old has been in exceptional form for Shakhtar this season, scoring 10 goals and registering eight assists in 18 games..