The Portuguese allegedly spent the summer attempting to bring in a new defender, but with the transfer window shut until January, it appears that attention has been switched to the final third.
According to Ole Magazine, Mourinho wants the United board to hand him the funds to push through a deal for Argentina international Icardi.
The 25-year-old has frequently been linked with a switch to either the Premier League or Real Madrid, and the report claims that Mourinho is ready to do what it takes to bring in the attacker as soon as possible.
Icardi has spent the last five years at San Siro, with a total of 100 goals being scored from 161 appearances in Serie A.
The player still has just under three years remaining on his contract, but there is said to a release clause of €110m (£97.92m) in his deal with Inter.