Mendy has enjoyed another strong campaign, lifting the Club World Cup with Thomas Tuchel's team after starring in his nation's first major trophy success at the Africa Cup of Nations.
He kept four clean sheets and was named the tournament's best goalkeeper as Senegal lifted the trophy.
But with the London outfit facing a crucial week on two fronts, hosting Lille in the Champions League last 16 on Tuesday before facing Liverpool in Sunday's EFL Cup final, the 29-year-old says he is simply taking each game as it comes without any time to celebrate just yet.
"A lot of good things have happened in the last weeks," Mendy said ahead of Chelsea's first-leg clash with Lille. "I am very happy and proud of my success with the national team and Chelsea.
"I don't have time to celebrate, because we have a lot of big games in the coming weeks, so I am just focused on the next game. I will have time to celebrate at the end of the season.
"It's an important week but like I said, when you play for Chelsea you play for this kind of week, with finals and big games.
"We just [have to] focus on ourselves and what we have done well this season. We don't need to do something new, just rely on our work and our game."
Mendy, who has kept nine clean sheets in 21 league appearances for Chelsea in the Premier League this season, was also keen to praise teammate Kepa Arrizabalaga, who deputised ably when he travelled to Africa.
"My relationship with Kepa is good since I came here, we have a good relationship on and off the pitch," he said.
"When you play for Chelsea, you have competition in every position, so you have to give your best and play at your highest level to be in the team at the weekend."
Mendy also warned of the challenge posed by Lille ahead of the Ligue 1 holders' trip to London, as Chelsea try to retain their Champions League title.
He added: "When it's the Champions League and this stage of the competition, there are no easy draws.
"Lille are a very good team. They've struggled a bit more this season in the league [sitting 11th in Ligue 1 after 25 games] but it's always difficult to be reigning champions.
"They will give everything to make it hard for us and get a result. It's up to us to be wary of that and play our best football."
Chelsea are the first Champions League holders to progress to the knockout stages without winning their group since Real Madrid in 2017-18, but the Spanish side did go on to retain their title that season.
While Robert Lewandowski and Alexia Putellas, who won the women's Ballon d'Or last year, took home the prizes for Best Men's and Women's player respectively, the Blues had winners in the form of Thomas Tuchel, Emma Hayes and Edouard Mendy.
Tuchel, who guided Chelsea to Champions League success last season, scooped the Best Men's Coach award, while Hayes was named Best Women's Coach.
Hayes' team won the Women's FA Cup and Premier League in 2020-21, while also finishing as runners-up in the Women's Champions League to Barcelona, who Putellas plays for.
Mendy, meanwhile, won the Best Men's Goalkeeper award. However, he did not make the Men's XI, with Italy and Paris Saint-Germain shot-stopper Gianluigi Donnarumma preferred.
Tuchel's triumph also means that a German coach has won the Men's award for the last three years, after Jurgen Klopp in 2020 and 2019.
The Denmark national team won the Fair Play Award for their actions in helping to save Christian Eriksen's life after the midfielder collapsed on the pitch in Copenhagen at Euro 2020.
Erik Lamela won the Puskas Award for his incredible rabona finish in the north London derby.
Cristiano Ronaldo, meanwhile, was given a Special Award for his career achievements.
FIFA Best Awards 2021 winners:
Robert Lewandowski (Best Men's Player)
Thomas Tuchel (Best Men's Coach)
Edouard Mendy (Best Men's Goalkeeper)
Alexia Putellas (Best Women's Player)
Emma Hayes (Best Women's Coach)
Christiane Endler (Best Women's Goalkeeper)
Denmark men's national team (FIFA Fair Play Award)
Erik Lamela (Puskas Award)
Denmark and Finland fans (FIFA Fan Award)
Cristiano Ronaldo (FIFA Special Award)
Christine Sinclair (FIFA Special Award)
Liverpool goalkeeper Alisson and full-back Trent Alexander-Arnold are also included, although there is no place for Mohamed Salah.
PSG's attacking trio of Lionel Messi, Neymar and Kylian Mbappe are among the forwards, as is Manchester United star Cristiano Ronaldo.
Veteran Dani Alves also won enough votes to make the list, even though the 38-year-old, who recently rejoined Barcelona, only played 16 times in domestic competition in Brazil this year.
Professional footballers across the world were asked to vote for the three players they considered to have the best seasons during the 2020-21 season among goalkeepers, defenders, midfielders and forwards.
FIFPRO said: "For the first time in 17 years, FIFPRO is updating the announcement about the most-voted players, reducing the shortlist from 55 to 23. This has been done to resemble a real-life 'squad' which, usually for international competitions, is the number of players involved.
"The three goalkeepers, six defenders, six midfielders and six forwards with the most votes earned a place in the 23-men World 11 'squad'. To complete this elite selection, the two remaining outfield players with the most votes were added."
The keeper, three defenders, three midfielders and three forwards with the most votes will be chosen for the World 11, with the remaining spot assigned to the outfield player with the next highest number of votes.
The final 11 will be announced at The Best FIFA Football Awards ceremony on January 17.
FIFA FIFPRO MEN'S WORLD 11 23-PLAYER SHORTLIST:
Goalkeepers:
Alisson (Liverpool, Brazil)
Gianluigi Donnarumma (Milan/Paris Saint-Germain, Italy)
Edouard Mendy (Chelsea, Senegal)
Defenders:
David Alaba (Bayern Munich/Real Madrid, Austria)
Jordi Alba (Barcelona, Spain)
Trent Alexander-Arnold (Liverpool, England)
Dani Alves (Sao Paulo/Barcelona, Brazil)
Leonardo Bonucci (Juventus, Italy)
Ruben Dias (Manchester City, Portugal)
Midfielders:
Sergio Busquets (Barcelona, Spain)
Kevin De Bruyne (Manchester City, Belgium)
Bruno Fernandes (Manchester United, Portugal)
Frenkie de Jong (Barcelona, The Netherlands)
Jorginho (Chelsea, Italy)
N'Golo Kante (Chelsea, France)
Forwards:
Karim Benzema (Real Madrid, France)
Cristiano Ronaldo (Juventus/Manchester United, Portugal)
Erling Haaland (Borussia Dortmund, Norway)
Robert Lewandowski (Bayern Munich, Poland)
Romelu Lukaku (Inter/Chelsea, Belgium)
Kylian Mbappe (Paris Saint-Germain, France)
Lionel Messi (Barcelona/Paris Saint-Germain, Argentina)
Neymar (Paris Saint-Germain, Brazil)
The Bayern Munich new boy, who was also crowned the continent's top player in 2019, helped Senegal win their first Africa Cup of Nations title in February, scoring the winning penalty to down Salah's Egypt in the final.
The forward scored three goals throughout the competition in Cameroon, after which he was crowned Player of the Tournament.
One month later, Mane was influential in another shoot-out win over the Pharaohs, as Senegal sealed qualification for the World Cup in Qatar later this year.
On the domestic front, meanwhile, Mane scored 23 goals in all competitions as Liverpool won the EFL and FA Cups during his final season at Anfield.
Mane made 51 appearances across a mammoth 2021-22 campaign with the Reds, a tally only bettered by Jordan Henderson (57), Diogo Jota (55) and Allison (54).
Oliver Kahn, chief executive of Mane's new employers Bayern, was the first to offer his congratulations to the 30-year-old, writing on Twitter: "We are very happy about Sadio Mane's award.
"FC Bayern has never had an African Footballer of the Year in its ranks in its long history, which is a special honour for our club.
"We are very proud that he is now on the ball for our club and have many big goals with him."
While Chelsea shot-stopper Mendy missed out on being crowned the continent's best player, he could draw some consolation from Senegal's clean sweep of awards.
The Lions of Teranga were named CAF's team of the year, while boss Aliou Cisse won Coach of the Year and midfielder Pape Matar Sarr scooped the Young Player of the Year gong.
The trio all plied their trade in the Premier League last season, though Mane has since left Liverpool to join Bundesliga champions Bayern Munich.
Mane scored 23 goals in 51 games for Liverpool in his final season at Anfield, winning the EFL Cup and FA Cup and reaching the Champions League final, as well as scoring the winning penalty in the shoot-out to win the Africa Cup of Nations for Senegal in February.
His former Reds team-mate Salah was on the losing Egypt side in that AFCON final, but had a stellar club campaign in 2021-22, scoring 31 goals in 51 games for Jurgen Klopp's men.
Mendy did not enjoy the same success for Chelsea as he had in 2020-21 when he won the Champions League, though kept 22 clean sheets in 49 games in all competitions in 2021-22, and did lift the UEFA Super Cup and FIFA Club World Cup with the Blues, while also being a part of the successful Senegal team at the AFCON in Cameroon
The seven players to miss out from the 10-man longlist released last week are another Liverpool man in Naby Keita, Mendy's new Chelsea and international team-mate Kalidou Koulibaly, as well as Riyad Mahrez, Vincent Aboubakar, Karl Toko Ekambi, Achraf Hakimi and Sebastien Haller.
Due largely to the COVID-19 pandemic, it has been three years since the award was handed out, with Mane winning in 2019 ahead of Salah and Mahrez.
The final three for the Women's Player of the Year award are Grace Chanda of Zambia and BIIK Kazygurt, Ajara Nchout Njoya of Cameroon and Inter, and Asisat Oshoala of Nigeria and Barcelona.
The winners of both awards will be announced on Thursday.