United finished as runners-up last season, 19 points behind Manchester City, and Mourinho has already made it clear that his team needs more players if they are to overhaul their neighbours. "It is time for me to stop thinking about the market", he lamented on Thursday morning.
Mourinho said 10 days ago he was "confident" of getting one new arrival before the close of the transfer window and United have been working to bring in a centre-back but, so far, those efforts have proved fruitless.
The Gunners did not make a move for Croatia defender Domagoj Vida, despite rumours to the contrary.
The Portuguese coach has clearly been disappointed by the club's close-season spending and has rued the fact that, like other top-flight clubs, many of his squad have had minimal preparation having had time off to recover from the World Cup.
After clubs in the top flight and Football League agreed to shut the window on the eve of the Premier League season instead of the end of August, it appeared managers and owners were attempting to reduce the mayhem of the window.
Interest from Barcelona means that he may not be a Manchester United player for much longer, but his contributions to the club should not be underestimated.
Manchester United Approach Atletico Madrid Over Shock Move for Defender Diego Godin
The 32-year old is widely regarded as one of the best central defenders in the game and has been an integral member of Diego Simeone's Atletico Madrid for years now.
Romelu Lukaku and Marcus Rashford have since returned from their World Cup exertions but both are unlikely to be fit enough for 90 minutes against Leicester, possibly leaving Sanchez as the focal point of United's attack.
Manchester United have agreed on a move for Tottenham Hotspur central defender Toby Alderweireld, but reports state that the London club will only sanction the deal once they find an able replacement.
"It seems to me the World Cup has had an impact on them. He will make them better".
"Eventually Axel said: "Do me a favour and finish it as quickly as possible because I really want to go to Dortmund".
Pre-season has clearly been a frustrating time for Mourinho, while a perceived lack of respect for leading his side to second spot last term has got under his skin.
"Do you want him to be very happy with the players he has around him?" said Mourinho.
"The theatre of dreams has become the theatre of nightmares and a place were people do dream but only because they have fallen asleep watching united".