Sanchez was not involved in training with the rest of the United squad on Monday and Mourinho confirmed at his pre-match press conference that the Chile international has picked up an injury, although he did not reveal the details behind the problem.
"The players you saw [training] are the players who are available," Mourinho said. "Nothing to hide. Alexis is out."
The 29-year-old, who joined the Red Devils from Arsenal last January, endured a busy international break, as he played the full 90 minutes of Chile's 1-0 friendly success with Mexico in Queretaro City.
That meant the former Barcelona star arrived back from international duty later than the rest of the United squad and he was limited to a late substitute appearance during Saturday's 2-2 draw with Chelsea.
Mourinho has also revealed the reason behind Antonio Valencia's recent absence from the United squad, confirming that his captain underwent mouth surgery earlier this month and he has therefore been unable to train.
"The reason was that he (Valencia) was 10 days without training, not an injury but he had a very complicated surgery on his mouth and he needed time to recover his level after that," Mourinho added.