The 21-year-old midfielder, who joined the London side from Internacional at the beginning of last season, has started every game under Mourinho this term.
He scored his side's opening goal in the Premier League during the 2-0 win over Hull City and feels the former Inter, Real Madrid and Porto boss will help to improve him as player during Mourinho's second spell in charge of Chelsea.
"It's been great to work with Jose Mourinho. He is one of the best coaches in the world," he said.
"We have seen he has already had a lot of success at Chelsea and I am just really happy to have the opportunity to work with him.
"You can already see the influence he has had on us during the first few games and I hope the team will be able to continue to grow under him, as I will also be able to grow as a player.
"As early as pre-season we could see the belief with which he works."
Oscar is currently on international duty with Brazil, who face Australia and Portugal in friendly matches over the next week.
