Martial offered a timely reminder of his attacking prowess in United's 2-1 penalty shoot-out victory following a 1-1 draw at the International Champions Cup in Santa Clara.
The France international struggled to cement his position in United's starting XI last season after bursting onto the scene in 2015-16, but Martial showed his quality with a moment of brilliance to give the Europa League champions the lead on the stroke of half-time.
Martial cut inside and evaded three Madrid defenders before picking out Jesse Lingard for a simple finish in first-half stoppage time, though he went on to miss a spot-kick in the shoot-out.
"Obviously we want more consistency in his talent, I think today was a positive for him, that's why I left him for 90 minutes on the pitch, he was enjoying and trying things," Mourinho said.
"It's important to try things in these friendly matches so it's good for Anthony and his confidence.
"He is a young player, still time to learn, still time to improve, still time to develop, and it's also his personality.
"I can say he is training better than before, he's working harder than before, it's a question to bring his talent more in a consistent way."
United were pegged back by a youthful Madrid line-up in the second half as Casemiro equalised from the spot with 21 minutes remaining at Levi's Stadium.
The story of the second 45 minutes, however, was an injury to star midfielder Ander Herrera.
Introduced at half-time, Herrera only last six minutes before succumbing to an apparent hip injury.
"At least very painful, because for him to come out it has to be painful," Mourinho said. "I want to wait but I say to the players no risk in friendly matches, if you feel something, that something is coming, a muscular injury, get out, the result is not important.
"But he was very painful, maybe muscle, I don't know."