Mourinho admitted he did not know which part of his body Martial actually injured but had a feeling the youngster was unable to go on having been fouled by Miguel Britos and Daryl Janmaat and earlier suffering a head clash with the latter.
"I had to be on the game at that time and not worrying with Anthony," Mourinho told reporters.
"I have not had time to see about the situation. It wasn't an action to go to hospital. It was an action for a free-kick against Watford and obviously not a goal."
He added: "I don't know, I promise I don't know. You are asking about things I cannot tell you.
"I didn't know why he came off, whether he was injured in his knee, his ankle or his head. I don't know. I just know, in that moment, he is not in a condition to carry on. I don't know why. I just know I had to change. I don't know yet what happened."