“We have never thought about it because he is such an important player for his club, of great economic power,” Mourinho said after his side’s 5-2 friendly win over LA Galaxy on Saturday.
“We have not been able to find for whatever reason that could have made us think that Ronaldo could leave.
“I am not going to get my club to waste time on players who are mission impossible.”
Ronaldo spent six full seasons at Old Trafford, helping Sir Alex Ferguson’s Red Devils to nine trophies during that time.
The Portuguese was named Premier League Player of the Month on four occasions, Player of the Season twice and claimed the 2007-08 Premier League Golden Boot with 31 goals in 34 appearances.
The four-time Ballon d’Or winner scored 84 and assisted 34 in his 196 top-flight appearances in England.