"I knew PSG's project before it was initiated," Mourinho said in an interview with TF1's Telefoot programme.
"Because I think I can say it, I was the first option to go with Leonardo."
According to the Portuguese coach, PSG twice offered him the manager's job in the French capital, the first before the arrival of Carlo Ancelotti in winter 2011, and then a second time when Ancelotti left to replace Mourinho himself at Real Madrid in summer 2013.
"I gave it a lot of thought, but I had Madrid the first time and a return to Chelsea the second time around," Mourinho said.
"I'm in a club where I want to be, but a day will come when Mr. Abramovich will say 'Jose, it's over'," he added when asked if there might be a chance of him joining PSG in the future.
"To be a champion with PSG is not a something of another world.
"To be a champion with England is fantastic for everybody because it's very tough.
"But PSG have many qualities. Laurent Blanc is a good coach, the president knows his football very well and Leonardo laid a fantastic base.
"The players have experience, the club is there. They've made two (Champions League) quarter-finals, they beat Barcelona.
"I think that they have everything they need, but the Champions League is the Champions League," said the two-time winner of European club football's highest honour.