Martial has been linked with a move to Inter Milan as part of a deal that would see Ivan Perisic leave the Italian club.
The 21-year-old created Jesse Lingard's first-half opener in the 1-1 friendly draw with Real Madrid in Santa Clara.
"He is a young player. He still has time to learn, to improve and develop," said Mourinho.
"We want more consistency in his talent."
United have not managed to get the best out of 21-year-old Martial since his £36m move from Monaco in 2015.
He set up Lingard's goal in California on Sunday with a fabulous piece of skill that took him past Luka Modric and Daniel Carvajal.
United won the game 2-1 on penalties.
"I can say he is training better than before and is working harder than before," added Mourinho.
United, who are unbeaten in four pre-season games, have one match remaining in the United States, against Barcelona on Wednesday.
They flew out of California straight after the game to Washington DC, where they will spend the next three days before the trip home.
It is a major difference to 12 months ago, when Mourinho and his squad went to China and had a planned match against Manchester City in Beijing cancelled due to the poor state of the pitch at the Bird's Nest Stadium.
Mourinho said: "We were based in Los Angeles for 15 days, which was fantastic. We were always in the same hotel and on the same training ground.
"Now we go to DC which is halfway home almost. These next three days are a good thing for us on our way back.
"If Juan Mata (ankle) and Ander Herrera (hip) are not a real problem in terms of injuries, I would say it has been a perfect pre-season for us."
Prior to the game, Mourinho said it would be "mission impossible" to try and sign Gareth Bale from Real Madrid, so he had not even tried.
Speaking after the match, whilst perfectly polite, it was clear Bale was not interested in talking about his future in Madrid.
Question: Jose Mourinho says it would be mission impossible to get you to Manchester United.
Answer: There you go.
Question: Is that the way you see it?
Answer: I haven't said anything.
Question: You continue to be happy at Real Madrid?
Answer: Yes.

It comes after the Crown Office dropped two cases against gamekeepers, claiming the footage was inadmissible.
Environment Committee chairman, Graeme Dey MSP, has written to prosecutors asking to explain their decision.
Raptor persecution is a big problem and the task of catching those who kill the birds is even bigger.
The difficulty is that the protected birds, such as eagles and hen harriers, tend to disappear in very remote parts of the country.
The chance of two witnesses catching the perpetrator in the act is small.
In the letter, Mr Dey said: "The committee has noted recent high profile instances where video evidence of alleged offences was available and not utilised, it has been suggested, on the grounds of admissibility.
"The committee is therefore seeking clarity about the admissibility of evidence of wildlife crime."
The letter asks which legislation and case law covers the admissibility of evidence and how prosecutors interpret that law to decide whether evidence is admissible.
It also asks whether there is guidance on admissibility and what any guidance covers.
The committee's chairman said: "These days, there's clearly an argument for the use of video, CCTV or even social media to be considered when a crime against any animal is alleged to have been committed.
"And, as it's often the case that poaching or killing of wildlife occurs in some of the most remote areas in Scotland, these crimes can sometimes go under the radar because there is no one around to act as a witness.
RSPB Scotland said it was disappointed that two recent cases had been dropped.
Ian Thomson, the charity's head of investigations, said: "We welcome the ECCLR committee's letter to the Crown Office, seeking clarification about the decision-making processes in recent wildlife crime cases.
"This clearly recognises the increasing and significant public concern that the courts did not have the opportunity to make their own judgement on the admissibility of the video evidence in these cases.
"We look forward to the response from the Crown Office with interest."
Manchester United manager Jose Mourinho has told forward Anthony Martial he needs to be more consistent.
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Holyrood's environment committee has intervened in the growing row over the use of video evidence in trials involving wildlife crime.