Reports yesterday suggested the midfielder could be joining Galatasaray.
The 29-year-old has less than year left on his current contract at Old Trafford.
He faces an uncertain future because Mourinho fancies adding a new midfielder to his squad.
Nemanja Matic is on the cusp of joining the club from Chelsea having had a medical this afternoon.
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But Mourinho has brushed off suggestions that Fellaini is leaving.
He said: "It's easier for Galatasaray to get me than Marouane. He is too important to me. No chance."
Fellaini joined United from Everton for £27.5m in 2013.
He has made 133 appearances for the Red Devils.
