It was reported yesterday that Martial was on the verge of completing a move to Inter Milan, amid speculation over Ivan Perisic's future.
The Serie A club are playing hardball with United over their £48m valuation for the Croatia international.
Man Utd were supposedly willing to offer Martial on loan to Inter in order to bring the price down.
But Mourinho slammed reports of any outgoings at United by claiming he can't afford to lose any more players with many out injured already.
"Everybody is in the plan. The plan is to have a good squad, not just a good team," said Mourinho.
"[We need] options because we have important players injured for a long time.
"They will be back by the end of the year so our squad is not so big and we need options. We need different players.
"Lukaku, Martial, Rashford – they are all different players and we need everybody.
"It’s going to be good, to be funny, to choose the team for every match according to the plan or the opponent. So the squad is good."
