Roma must fight history to beat favourites Sevilla, says Mourinho
However, Mourinho said that history does not step onto the pitch and that his players share a unique enthusiasm to win Roma's first Europa League title.
"For them (Sevilla), playing in a Europa League final is almost normal, for us it is an extraordinary event," Mourinho told a press conference on Tuesday.
"For Sevilla fans, travelling to a European final is like travelling to a game in Spain; for us, however, it is something historic. So we want to make history.
"History doesn't play the game but history makes them the favourites, we respect it.
"They have the experience that we don't have, but we deserve to play this final, we have been saying that for a long time."
Sevilla will target a record-extending seventh Europa League title against a Roma side under Mourinho, who has himself won five major European trophies including last year's Conference League with the Italians.
Neither Sevilla nor Mourinho have ever lost a European final, with the Spaniards having won all six of their Europa League finals and the Portuguese having last year become the first coach to win all the European trophies.
"I have a lot of experience, but the experience from the players counts a lot too and Sevilla's players have a ton of that," Mourinho said.
"But our team have been playing together for two years and my kids have the hunger to do something special on Wednesday."
Sevilla's Jose Luis Mendilibar, whose side got a new-manager bounce after he arrived in March with a late season run after a difficult start, praised his rival.
"I told Mourinho I was delighted to play (against) him in a European final. He has many, this is my first. I hope I've played as many finals as Mourinho when my career is over," Mendilibar told Spanish TV channel Movistar Plus on Tuesday.
His comments followed a brief encounter with the Portuguese on the pitch at the Puskas Arena.
"I'm calm. Maybe you don't believe me but I feel it's like one more game, preparing to face our rival with nothing special in mind. I know that there is a lot of expectation. The players want to play and we look forward to the challenge."