The Chile international has struggled to find form for United since his arrival from Arsenal in January and has not found the net in five Premier League appearances this season.
Sanchez travelled with the squad to London on Friday but was not even named on the bench for Saturdays early kick-off.
Antonio Valencia and Jesse Lingard did not travel with the team and miss out, while £47 million summer signing Fred is only named as a substitute.
Asked why Sanchez and Valencia are missing for the match against West Ham, Mourinho told BT Sport: Options, its options.
Asked if playing away from Old Trafford is easier, Mourinho replied: I dont want to say that because I would be very sad if that was the reality.
The best thing is to play football with your fans, to play football at home is the best thing you can do.
For some reason I have a record of 77 matches unbeaten in the Premier League, thats why I love to play at home.
But the results at home this season have not been good. We lost against Tottenham, we draw against Wolves and Derby, obviously we have to try that the next match at home.
Today is away, beautiful stadium, amazing crowd, difficult opponent. They are on a high, fantastic investment in the summer, difficult match for us but a difficult match for them.
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