The French champions are into their first Champions League final since Qatari Sports Investment took over the club in 2011, where they will face German champions Bayern Munich in Lisbon on Sunday.
PSG suffered a number of near misses in recent seasons, with the closest they have progressed being the quarterfinal stage until they overcame Atalanta and then RB Leipzig in their last two games to reach the finale.
Thomas Tuchel’s side have splashed the cash to get this far, with big names like Zlatan Ibrahimovic, Edinson Cavani, Angel di Maria, Kylian Mbappe and Neymar all brought in by the PSG owners to ensure unprecedented domestic success.
Domestic success could translate into European glory in the coming days, but two-time Champions League winner Mourinho is adamant PSG should have conquered Europe by now.
"I think it is a failure that they didn't win it in the two seasons before because for five or six years the investment is crazy, the list of top players that is there is incredible," Mourinho said in an interview with DAZN.
"For how many seasons Thiago Silva is there, Marquinhos is there, and then all the big guys, Ibra [Zlatan Ibrahimovic], [Edinson] Cavani, Neymar, [Kylian] Mbappe.
"It's, of course, their dream and for the first time they arrive in this kind of situation and this is the kind of game where these guys normally flourish, even if I think that as a team they are nothing from another world, these are players from another world."
