The 24-year-old didn't feature in the squad in either Thursday's Europa League match or Sunday's 5-2 win over Southampton at St Mary's.
Numerous reports have suggested that Paris Saint-Germain have been offered Alli on a season-long loan, an option that they are considering.
And when asked about Alli's future after the Southampton win, Mourinho stressed the size of his squad and how he was looking to 'solve the puzzle'.
He said: "I want a balanced squad. That’s what I want. Does he [Alli] need to be sacrificed? No. But a squad is a puzzle. We have a huge squad with numbers that are very difficult to manage. We have too many players for some positions and some of them are paying the price for this.
“I am not responsible for the market, I don’t know how to answer to you your question in relation to that. The only thing I can say is I left eight players behind, they stayed training this morning because they are a big group and Dele is amongst these players.
"You could see our team, I cannot start with all of them and I cannot have a bench without defenders or the midfielders."
Alli was taken off at half-time in last weekend's home defeat by Everton, but is expected to be in the squad for the Carabao Cup clash with Leyton Orient on Tuesday evening.