The Blues are top of the Premier League table following their fine start to the season. They stay six points clear of second place Southampton and eight points ahead of third place Manchester City.
Mourinho's men thumped Roberto di Mateo's Schalke 5-0 on Tuesday in Germany and the Chelsea manager is hoping to continue their good form on Saturday against the Roker Men at the Stadium of Light.
Chelsea are unbeaten this season in all competitions after playing 19 matches and Mourinho said there's no room for complacency in his squad.
"Complacency is not a risk we have," the Portuguese said in his press conference.
"It's not a profile of this group in this moment. We have all the other risks. The risks that belong to football - the risk of a bad period, injuries, unlucky matches, other teams growing up and becoming stronger.
"We were winning 5-0 against Schalke and in minute 88 Eden Hazard made a sprint to defend. There was a clear evolution and I don't think the group as a group can be complacent."
The Blues manager also said last season's defeat to Sunderland at Stamford Bridge wasn’t a result of complacency.
"I don't call that complacency. I call that other things. Lots of water passed already under the bridge," said. "That match was impossible to win. But we move on."