The United boss has reportedly responded to his side's poor start to the new season by requesting two new defenders after summer moves for the likes of Toby Alderweireld, Harry Maguire and Jerome Boateng failed to materialise.
Sources have told ESPN FC Mourinho was asked about his future in the interview, and after the Portuguese coach directed the question to Arnold, who was standing nearby, United's managing director hugged the 55-year-old and said "well-done".
The incident follows a tricky period for the Manchester United boss with bookmakers suspending bets on his departure prior to the win on the weekend.
"I think Jose is still someone that I look up to and admire because managers go through tough times", said the current England women's head coach, as quoted by Goal. "They have to be counted and they have to be better", said Rooney, who noted that he sees similarities to the situation that Louis Van Gaal, Mourinho's predecessor, found himself in.
"If he wants a good club with good players that could maybe work a bit easier, probably Bayern".
Former United manager David Moyes experienced the ruthlessness of executive vice-chairman Ed Woodward's regime when he was dismissed during his first season at the club, despite having the support of his influential predecessor Sir Alex Ferguson.
The FA confirmed to Omnisport on Monday that Mourinho will be investigated over the incident. It puts pressure on the manager.
"They knew that the team needed help".
Mourinho's Manchester United team went on to beat Newcastle United 3-2, having come back from two goals behind and Rooney said that the recent run of poor results had reminded him of the hard times during Louis van Gaal's two-year reign at the club.
Saturday's win has raised hopes that Mourinho can turn a corner and keep his job, but another school of thought is that the result merely papered over the cracks that have been apparent for months.