Sanchez's only goal in a United shirt so far since moving from Arsenal came in a 2-0 victory over Huddersfield Town on the 29-year-old's home debut, and the winger has failed to produce anything else of note for the club.
Mourinho, who admitted that United had to sign Sanchez in case the club missed out on his services in the summer, told reporters that the Chilean needs more time to adapt to his team's playing style.
"What's wrong is that he came at the worst moment of the season — in the winter market," the manager said. "That's why I don't like the winter market very much.
"This was a chance that we didn't want to lose and we made it. But we don't believe a lot in the winter market and, for sure, next season will be better for him. He's learning how to play with us and we're learning how to get the best out of him. That's something that we can develop and we're going to develop with time, with experience and living these experiences together.
"I don't consider that a weakness, I consider that a huge potential to be developed. He's not afraid to take responsibilities, not afraid to try things to make something happen. When he feels he's not as dangerous as he likes to be, he drops back, he tries things, tries to come to build-up areas."
United face Sevilla in the return leg of their last-16 Champions League tie after a crunch Premier League clash with Liverpool.