Mourinho watched another frustrating United performance.
Rooney has found himself in and out of Mourinho's team.
Mourinho's side is sixth in the Premier League.
Chelsea face Liverpool and Arsenal this week.
The winter transfer window closes on Tuesday.
United broke the transfer record last summer.
Beckham signed for Real Madrid in 2003.
"I am worried, because they can offer contracts that are impossible to offer in Europe," the manager said.
The Portuguese player is in his eighth season at Real Madrid.
United progressed to the EFL Cup final on Thursday.
United reached the EFL Cup final with a 3-2 aggregate victory over Hull.
Rio Ferdinand was Rooney's teammate at Old Trafford.
Eric Bailly is on his way back to Old Trafford.
José Mourinho's team is five places behind Chelsea in the Premier League.
Sir Alex Ferguson is United's most successful manager of all time.
Coutinho has signed a new contract with the Merseyside club.
Manchester United signed Ibrahimovic in the summer.
Anthony Martial has had a disappointing campaign.
The winter transfer window closes on January 31.
Goncalo Guedes is one of Benfica's best prospects.
Rooney became United's all-time top scorer on Saturday.
United needs to be more clinical in front of goal, said the manager.