Mata, 24, moved to Stamford Bridge from Valencia last year and was a pivotal part of the side which ended the season with success in both the FA Cup and Champions League under interim manager Roberto Di Matteo.
The Spain international settled straight into the Chelsea side under previous manager Andre Villas-Boas and picked up the club's Player of the Year award, but he told Chelsea Magazine: "My focus is to continue improving. You cannot rest on what you have achieved, you must look to the future and hope for more success."
With two winners' medals already in his collection as a Chelsea player, Mata is also targeting further success with both club and country.
He said: "Lifting the Champions League was an unbelievable experience - the biggest club trophy you can win - and, for me, winning the Player of the Year trophy makes me feel very happy, proud and grateful.
"I could never have expected my first season to go this well. To win the FA Cup, the Champions League and the Chelsea Player of the Year, it is incredible and I am so happy, but I want more.
"I have the European Championships in the summer and maybe the Olympic Games as well, so, who knows, perhaps I can say that I have won nearly everything I have played in this year."
Mata and his Chelsea team-mates are still unaware who will be managing the side next season with a permanent replacement for Villas-Boas still not in place. The club's chief executive Ron Gourlay said last week a new boss could be in place in as little as two weeks.
A new stadium also remains a priority but reports on Thursday suggested they will be ultimately unsuccessful in their application for the site of Battersea Power Station.
Knight Frank, the selling agent for the site, refused to comment but there are up to 14 other candidates for the sought-after location.
Source: PA
Source: PA