De Gea continues to be linked with a switch to the La Liga giants, having almost joined Madrid in mid-2015.
The 27-year-old has been happy to delay contract talks with the Old Trafford outfit , though Mourinho has made it clear that the club are looking to extend their Spanish star .
The Portuguese boss sounded even more defiant when asked about the persistent rumours on Saturday, questioning why a club like Man United with huge ambition would ever want to let a player of De Gea's quality leave.
"Do you think a club that is trying to attract the best players is the club that is open to sell the best players? It makes no sense," he said.
Mourinho believes that his club has been able to attract top players in recent transfer windows and has no intention of letting other clubs poach their talent.
"If you want to go to that level you have to attract the best players like we did with Alexis [Sanchez], [Nemanja] Matic and [Paul] Pogba and so on.
"And don't let our best players go."
De Gea has helped Mourinho's side into second in the Premier League this season, though they trail runaway leader Manchester City by 16 points.
They can close the gap a bit with a win over Newcastle United on Sunday.
Mourinho's side are also still fighting in the FA Cup and the Champions League, with Huddersfield on tap in the fifth round of the former and Sevilla the opponent in the last 16 of the latter.