United hold a slender 1-0 advantage ahead of the reverse fixture at Old Trafford thanks to Marcus Rashford's free-kick in Vigo last week.
With United struggling to secure a top-four place in the Premier League, winning the Europa League is increasingly becoming their best route into next season's Champions League.
That has led to Mourinho stressing the importance of the next fixture and, although United have 20 top-flight titles and are three-time champions of Europe, he claimed this clash is as big as any in the Red Devils' illustrious history.
"I think in terms of motivation, we are even," Mourinho said. "For Celta it is, in their words, the most important match of their history.
"And my feelings, it's also the most important match of our history. It doesn't matter what happened before, it doesn't matter how many big matches we played before.
"What matters is the next one and the next one is [on Thursday], so I don't believe Celta dreams more than us, that Celta wants more than us.
"I really don't believe so - in this aspect I don't think there will be a difference between both teams."
Failure to play in the Champions League again next season would represent another financial blow for United.
But Mourinho insists such thoughts do not enter his psyche and that winning the competition is his only motivation.
"I am not thinking about myself," he added. "I am thinking about the club and I am thinking about the players. For the club it will be very important to be again in a European final.
"It would be very important to fight for the only trophy the club has never won before.
"For the prestige and the finance, the Champions League is the Champions League. For myself and the players, the Champions League is the Champions League.
"If you are not there, it is because you are not good enough. If we do not go to the final, if we play in the Europa League next season, it is because we are not good enough. So maybe it is the step we need to take.
"If we win, then it means we are strong enough to go to the final. The Champions League is the competition we want to be in. I want to focus on where we are. Nobody has more motivation than I have to try to win.
"We have a little group with European success – Wayne Rooney and Michael Carrick are the English boys who have been a long time in the club plus also there is Juan Mata.
"But no-one else did it before so it will be very important for the club and the players. We will fight hard. It's been a long journey, it is match number 14 in the Europa League, and we are going to fight hard."