Thiago Silva scored the decisive goal in extra time, a looping header over Thibaut Courtois, meaning the end of the treble talk at the Bridge.
Chelsea are within touching distance of the league title, having built up a six-point lead over Manchester City with a game in hand, and lifted the Capital One Cup earlier this month.
But Mourinho was keen for his players to forget their failure in Europe straight away.
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Oscar reveals how Jose Mourinho roused the dressing room
He said that we had to forget it in the minute after the final whistle and have our minds on the Premier League only
Oscar
"It was very tough for us [losing to PSG]. But Mourinho came to us right after the match and told us to forget about it immediately," said Oscar.
"He said that we had to forget it in the minute after the final whistle and have our minds on the Premier League only.
"So, we got over it. We have won a trophy (the Capital One Cup) already this season. We are in the top spot in the Premier League.
"Obviously we would like to win it all.
"But sometimes we face great opponents as well.
"PSG deserved that victory, no question about it.
"But we are now leading the Premier League and that is our focus."
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