Mourinho claimed earlier this week that Martial would play against the Hornets, having sat out Thursday's 0-0 draw with West Ham.
However, reports surfaced prior to kick-off claiming that the France international, who has completed 90 minutes just six times in the Premier League this season, drove away from Old Trafford at noon.
United earlier published a statement on their website revealing the reason for Martial's omission.
"Martial wasn't in the 17 on duty after picking up an injury, which forced him to sit out Saturday's training session," reads the article.
Speaking after the game, which finished 1-0 in United's favour , Mourinho confirmed that Martial will be a doubt for the final.
"He [Martial] is injured. He was injured on Friday, yesterday he couldn't train. He had treatment at the training ground," Mourinho said.
"Romelu [Lukaku] will be back for Tuesday and then we'll have to see about Anthony."
Mourinho made a total of nine changes to the XI against Watford ahead of next week's FA Cup final against Chelsea, with Michael Carrick captaining the team on his final appearance for the club.
"The [cup final] is next Saturday so I'm not concerned about that. I've made lots of changes in the team not because of that," Mourinho had explained prior to kick-off.
"I've done it because I think in these last few matches of the season everyone deserves a start. Marcos Rojo, Daley Blind and Matteo Darmian, they deserve it. That's why I haven't brought in any young players because my players deserve that.
"Sergio Romero is another one; he's still trying to get a position in the World Cup so it's for them, it's for Michael [Carrick]. But as I always say, even if you are not fighting for anything – because we are second even if we win or lose – we are playing to try to win a football match."
Mourinho also confirmed that Carrick will be substituted during the game, to ensure he is given a send-off by the club's fans.
"I don't think Michael knows how to play bad," Mourinho said. "I know he's going to do a good job for his team. I'm not sure if he can do it for 90 minutes, but even if he can, I will bring him off so he can come off on his own.
"I will have Herrera or Pogba to replace him and he can leave the pitch on his own. That's for him and the fans."