Morata was a top target for United this summer.
The Premier League giants were keen on getting the Spain striker on board, but were struggling to agree a price with Madrid.
Mourinho opted to get Romelu Lukaku instead with a deal for Morata dragging on.
Despite splashing out £75m for the Belgian hitman, Starsport understand United are still interested in adding another striker this summer.
But doesn't look like being Morata, after Mourinho conceded a deal was unlikely for the Real ace.
"Clubs out price players, not the one who want to buy," the Portuguese said.
"He belongs to Madrid. Madrid has decided and we have not come to an agreement. It is simple.
"It is a shame. He is a player who made it to the first team with me.I have a special liking for him, he is someone special.
"I enjoyed watching his evolution in Juventus and Madrid. It is like that.
"I don't think he can come to us."
Ivan Perisic is the man Mourinho wants next.
He's wrapped up deals for Lukaku and Victor Lindelof so far and is now eyeing the Inter Milan winger.
A defensive midfielder is also wanted, with Nemanja Matic, Eric Dier and Radja Nainggolan being looked at.
