Tuttosport says United are set to lose Martial this summer with the forward exhausted of Mourinho's treatment of him.
The France worldwide started the campaign in fine fettle, appearing to have rediscovered the sparkle he boasted under Louis van Gaal.
In an interview with The United Review which ran in the Arsenal programme the 24-year-old said he wasn't going anywhere.
Perhaps one reason for Martial's lack of game time at Old Trafford is the arrival of Alexis Sanchez in January.
Martial is a player who will demand a heavy fee from whoever wants him but United could replace him with a Chelsea man.
Anthony Martial has failed to hold down a regular starting spot under Jose Mourinho in the past two seasons.
Martial remains highly thought of across Europe - despite his limited minutes for the Red Devils - and has been monitored closely by Juventus as they look to bolster their front line to ease the pressure on Paulo Dybala and Gonzalo Higuain.
Meanwhile, Chelsea are after the signature of Adama Traore after his imperial season with Middlesbrough.
And Arsenal and Tottenham are also eyeing a summer deal.