The other six they have emerged victorious in, with captain Jesus Navas (37) saying his side come out of the blocks flying in the competition.
"We transform (in the Europa League) and it's incredible how we come out in every match," Navas told UEFA last week.
"It's a competition that has given us a lot, and the joy it provides us every time we take part in it drives us to go as far as possible."
This season an added goal is paying back the fans for their support after one of the worst Sevilla La Liga campaigns in recent memory.
Since they were promoted in 2001, they have never finished in the bottom half, but are currently 11th with one game left to play.
It could have been a lot worse. They flirted with relegation for much of the campaign, sacking Julen Lopetegui and then Jorge Sampaoli, before Jose Luis Mendilibar steadied the ship.
"We're a family, we've showed it, we've had some very bad moments but the last quarter of the season has been spectacular," striker Rafa Mir told DAZN on Saturday.
"Now we have the prize of the final, we want to come back here with the cup."
Sevilla won the competition first in 2006, with Navas involved as a 20-year-old as they thrashed Steve McClaren's Middlesbrough 4-0 in the final.
It was their maiden European silverware and their first trophy for 57 years.
The late Antonio Puerta scored in extra time to help Juande Ramos' team squeeze past Schalke in the semi-finals, a goal which is fondly remembered to this day in Seville.
Puerta netted from the penalty spot the following year in the final as Sevilla edged La Liga rivals Espanyol in Glasgow in a shoot-out to lift the cup once more.
Just a few months later Puerta died after suffering a heart attack while playing for his club in La Liga.
The Andalucians needed penalties again to triumph in 2014 with Unai Emery at the helm, as they beat Benfica to win the competition for the third time with Ivan Rakitic playing a key role before his move to Barcelona.
The following season they beat Jurgen Klopp's Liverpool 3-1, this time full-back Coke hitting a brace. It would have been the German coach's first trophy on Merseyside.
"If you won it last year, what does it mean? If you won it two years ago, what does it mean? Actually nothing, so it's another game," said Klopp before the match, with Sevilla perhaps proving him wrong as they wrapped up their third in a row.
Sevilla clinched their sixth under Lopetegui against Inter Milan in another thrilling 3-2 win, albeit in an empty stadium because of the COVID-19 pandemic.
Romelu Lukaku's own goal settled the game and ensured Sevilla maintained their 100% record in Europa League finals.
Mourinho is one of the more confident coaches in world football, but even he may be daunted by Sevilla's dominance in the Europa League.