"One thing is what I want and another thing is what is going to happen", the frustrated boss is quoted as saying by ESPN following a 0-0 pre-season draw against San Jose Earthquakes.
United's next stop is in California, where they will play San Jose Earthquakes on Sunday.
The 22-year-old forward missed out on Didier Deschamps World Cup winning squad.
Mourinho was speaking after the Red Devils played out their second successive draw in the United States.
"After thinking about all the factors and possibilities, Anthony wants to leave Manchester United", Lamboley said.
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Manchester United coach, Jose Mourinho has announced that other senior players will soon join up with the team in their pre-season tour. Everyone will have their opinion but I think he needs to resume his career.
"It was a good training session for us and I think they start their league this week, so they were at a more advanced stage than us". 'You can not do whatever you want in life.
Martial is set to start the first game of the season against Leicester on August 10, potentially as a striker, with Romelu Lukaku and Marcus Rashford on an extended summer break following their exertions at the World Cup.
United have already signed high-rated midfielder Fred along with youngster Diogo Dalot and keeper Lee Grant this summer, but Mourinho said he was in the dark as to whether any more new faces will arrive. The club does want to keep Martial with Ed Woodward interested in activating the one-year extension in his current contract but Mourinho doesn't want to keep a disinterested player.