The Frenchman has been consistently linked with a move away from Old Trafford after failing to win a permanent place in the side.
And on Thursday, after the 0-0 draw with West Ham, Mourinho said: "Marcus [Rashford] and Anthony played against Brighton. Today was for Alexis and Lingard and Sunday is a game for Martial and Rashford.
Origi signs new Liverpool deal
"I play some players that didn't play today, I play Romero, I play Daley Blind, I play Eric Bailly, I play Rashford, I play Martial, I play Mata."
However, when the team was announced for the final league game of the season, Martial was absent, with it being reported that the 22-year-old was at the ground around mid-day, before leaving again.
MUTV later claimed that Martial had suffered an injury in training.
Michael Carrick, however, was present and ready to captain the team in his final appearance over 12 years at the club.
Mourinho opposed to Newcastle role – ‘I have to play to win’
Herrera, Sturridge, Llorente head Premier League players released