It will be a worry for Mourinho who is already short of players after the World Cup in Russian Federation.
But on Sunday in Santa Clara, a crowd of less than half the stadium's 68,500 capacity watched a goalless pre-season friendly against MLS side San Jose Earthquakes.
Manchester United made Sanchez the best paid player in the Premier League in order to beat Manchester City to the Chilean's signing.
United would demand around £80million for Martial who cost £36m, rising to a possible £58m, when he arrived from Monaco three years ago.
He has been linked with moves to Juventus, Bayern Munich and Paris Saint-Germain, although sources insist United have not received an official offer.
But Mourinho is happy to let Martial leave rather than hold on to an unsettled player who has struggled to adapt to his methods over the past two seasons.
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Milner nearly doubled the lead in the 56th minute but the midfielder's 25-yard curler narrowly cleared the crossbar. Liverpool manager Jurgen Klopp will sweat on the fitness of Joel Matip for the next few days.
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The Observer confirmed that while the club are aware of Martial's grievances, they will refuse to sell him and active an extension clause which would tie him down until summer 2020.
'I would like to be in Los Angeles now and I am in San Jose, ' he said.
Mourinho has hinted that Romelu Lukaku and Marcus Rashford could be used sparingly after their exertions in the World Cup this summer, leaving him with fewer options up front.
"I would like to play against Leicester on Sunday but I have to play on Friday, so you don't get always in life what you want", he added.
"The captain was Valencia last season, and I think he's going to be the captain", Mourinho said, following the 1-1 draw against Club America in Arizona.
"You work individually with I'd say a personal trainer, which is not the case because he's a member of our staff, we left one guy behind to work with him, we knew by the physical point of view he would be OK".