The Portuguese coach, who was sacked by Chelsea in December, has been at the centre of headlines following three successive defeats.
Mourinho has publicly criticised Luke Shaw, Henrikh Mkhitaryan and Jesse Lingard in recent days, and according to reports, the players are lacking in confidence because of their manager's tongue lashings.
A story published by The Telegraph on Tuesday alleged that the players are unhappy with Mourinho's criticism in front of the cameras and in the dressing room.
Neville, who spent 19 years playing for the English giants, is not best pleased that players are leaking information to the press.
The 41-year-old tweeted: "Leaks already after one bad week! Embarrassing!!"
United will try to get results back on track this evening when they take on Northampton Town in the third round of the EFL Cup.