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.
Manchester United manager Jose Mourinho has told forward Anthony Martial he needs to be more consistent.