Sanchez was left out of the United squad entirely for the trip to the London Stadium, which ended in a third league defeat of the season for the Red Devils as West Ham ran out 3-1 winners.
Mourinho preferred Anthony Martial from the start, having seen Sanchez fail to score in any competition so far this season.
Chilean journalist Maks Cardenas claims that the United boss publicly reprimanded Sanchez for his poor form during training earlier this week, before omitting him from the matchday squad.
The report is the latest in a growing list of off-field problems at Old Trafford, with Mourinho also understood to be locked in an increasingly bitter feud with midfielder Paul Pogba.
United's issues appear to be spilling out onto the pitch too, with Saturday's defeat leaving them 10th in the Premier League table, already nine points adrift of leaders Manchester City and Liverpool.