Daley Blind was named at left back for United's 2-0 victory over Watford at the weekend while Matteo Darmian was picked as defensive cover on the bench due to his versatility.
There was a time when Luke Shaw was the most expensive English defender in history.
Mourinho told reporters: "He has to work and wait".
"We found a team that thought to disrupt our football, to play this long ball and to fight the second ball".
The Red Devils boss watched his side put in a free flowing attacking display against the Hornets as United moved within two points of third placed Arsenal.
"But he is working very well and I gave him the chance to start".
"Anthony needs to feel that I am looking at him and that I know he did well in training".
Zlatan Ibrahimovic of Manchester United (C) celebrates with team-mates as he scores their second goal during the Premier League match between Leicester City and Manchester United at The King Power Stadium on February 5, 2017 in Leicester, England. "I'm totally convinced he is going to stay", he said. "We had a chance with (Jose) Holebas, but, after they scored, for five to 10 minutes we lost a little bit of focus and especially defensively we committed some mistakes".