The Blues face Sunderland in the Barclays Premier League on Sunday, where much of the attention will be on Paolo Di Canio's debut as Sunderland manager and their bid for survival.
The impact of relegation would be marked on the Black Cats, who replaced Martin O'Neill with Di Canio, but the consequences if Chelsea miss out on a top-four place and Champions League qualification are unthinkable for those at Stamford Bridge.
Rafael Benitez was appointed interim boss after Roberto Di Matteo's side became the first holders to exit the Champions League at the group stages.
Benitez has steered the Blues into the FA Cup semi-finals and a commanding Europa League quarter-final first-leg lead in the space of four days and captain John Terry has urged the Spaniard to turn his focus to the Premier League.
Mata is greedy for the Blues to achieve all three targets.
He said: "Our objective for the season is to win these two titles and to get into the Champions League. That is very important. We still have a lot to play for this year.
"Winning a title this year could be very important, but Chelsea is a club that deserves to be in the Champions League every year and obviously it is our primary objective every season to be in the top four.
"The ideal thing would be to do the little double and get into the Champions League.
"Why can't we do that? We know it is difficult. We are still alive in the Europa League (after beating Rubin Kazan 3-1 on Thursday night), we are in the semis of the FA Cup and in the league we are in a Champions League position. We can do it, and we believe we can do it."