The Belgian left the club earlier this month to join Chinese club Shandong Luneng after five-and-a-half years at Old Trafford and the suggestion was it was the arrival of Ole Gunnar Solskjaer that prompted his departure.
Fellaini was asked by Het Nieuwsblad if he still would have been at the club if Mourinho was in charge.
"I do not know. I tell you: in football there are opportunities that come and opportunities that go. I still had a contract with Man United, so I could have been there," Fellaini replied.
The 31-year-old polarised opinion with fans at Old Trafford with many happy to see him leave but the Belgian admitted he does not pay any attention to criticism.
“If I'd listened to the media, I'd better have stopped when I was still with Standard [Liege]. That's why I do not listen to it either," he said.
“I have received a lot of criticism, but I accept that. I know it comes from the outside: within the clubs, within the group of players and within the national team, my qualities have always been respected. And that gave me great souvenirs. Again: every step I took was a good choice for me."