United have emerged as the frontrunners for Sanchez's signature in recent days, moving ahead of local rivals and Premier League leaders Manchester City having offered the Chilean more lucrative terms, as well as the possibility of Henrikh Mkhitaryan moving in the opposite direction.
"I'm not confident and I'm not unconfident; just relaxed," Mourinho told talkSPORT.
"[I'm] just relaxed with the feeling he is an Arsenal player and with the feeling he can stay there. Also with the feeling he can move, and if he moves, I think we have a chance. But most probably, a player like him has other big clubs interested [in him], who knows?
"I think him; Mr [Arsene] Wenger and Mr [Ivan] Gazidis are the ones that know really well what is going to happen."
Mourinho also hinted at a "possible" exit for Mkhitaryan to increase speculation that the Armenian will be used as a makeweight in any deal.