The Blues had a fourth bid of £37m turned down by the Toffees this week for the 21-year-old centre-back.
Stones handed in a formal transfer request on Tuesday to try and force through a move but that was rejected yesterday.
Chelsea had already seen three bids of £20m, £26m and £30m rejected for the England international before his request.
Mourinho insists he is happy with the squad of players currently at his disposal despite picking up only four points from the opening three games.
But the Portuguese manager refused to rule out a further arrival at Stamford Bridge before Tuesday’s 6pm deadline.
“I don’t speak about players from other teams,” Mourinho said.
“I have a good squad, I’m happy with the squad I have.
“If I get another player in before the end of the market that’s good.
“If we don’t then we go with what we have. We have a good squad.”
