The Frenchman's agent was reported to have said he is "studying" an option for his client to move to Sevilla.
Martial, 21, was United's top scorer last season with 17 goals, but his equaliser in Saturday's 2-1 Premier League home win over Middlesbrough was just his fifth strike of this season.
"He is a player with amazing conditions to be a top player," said Mourinho.
"Martial played, he created, he scored. He fought. He was very positive. I know he is a top talent."
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Martial, who joined the Red Devils from Monaco for £36m in 2015, played a crucial role as his side came from behind to beat Boro on Saturday.
He drilled in a finish on 85 minutes before Paul Pogba headed in the winner a minute later.
Afterwards, Mourinho suggested Martial should follow the example of team-mate Henrikh Mkhitaryan, who was told to "do more" by his manager and has scored three goals in his past four games.
The former Chelsea boss said : "I knew Mkhitaryan is a top talent but I was not playing him. At this moment he even plays left-back when the team is winning and we need to defend and need more balance.
"Martial has to listen to me and not his agent. He has to listen to me in training every day and in every feedback I give to try and improve him.
"The Mkhitaryan process I was having almost every day. His agent was calling me saying, 'Mkhitaryan with you will be a better player, keep going.'
"With Martial every day I read the newspaper, 'Anthony Martial goes to Sevilla, Anthony Martial goes on loan, Anthony Martial is not happy'. Anthony Martial has to listen to me."
Former United defender Phil Neville: "I think it's pretty simple. He needs to play like that consistently. He has to ask his agent why he's linking him to Sevilla and say, 'I'm at one of the biggest clubs in the world, I want to stay here'."
Ex-England captain Alan Shearer: "Martial was the best player on the park. He played a big part in getting United back into the game. He was positive from the start.
"He went at defenders, got into the box and created chances. The effort from 30 to 35 yards out was a brilliant strike. He should take huge confidence from that display."
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Manchester United forward Anthony Martial should "listen to me and not his agent", says manager Jose Mourinho.