After their draw with the San Jose Earthquakes, Mourinho warned Martial there is no guarantee he will leave United this summer.
"I don't know what his agent told," Mourinho said, before he was informed of what Philippe Lamboley said last month.
"I would like to be in Los Angeles now and I am in San Jose," Mourinho added. "You cannot do whatever you want in life, I would love to arrive in Los Angeles, to train in Los Angeles and play all my five matches in Los Angeles, and then don't travel, don't change hotel and then go back to Manchester.
"I would like to play against Leicester on Sunday but I have to play on Friday, so you don't get always in life what you want."