Martial stayed on the pitch for nearly 10 minutes at Vicarage Road despite receiving medical treatment after a clash of heads with Daryl Janmaat.
The 20-year-old was later withdrawn 34 minutes into the 3-1 defeat following another challenge, this time when up against Miguel Britos in the build-up to Watford's opener - a challenge which particularly riled Mourinho post-match.
Mourinho has claimed that he is still unsure as to the extent of the damage suffered by Martial, telling reporters: "I don't know, I promise I don't know. You are asking about things I cannot tell you. I had to be on the game at that time and not worrying with Anthony.
"I have not had time to see about the situation. It wasn't an action to go to hospital. It was an action for a free kick against Watford and obviously not a goal.
"I didn't know why he came off, whether he was injured in his knee, his ankle or his head. I don't know. I just know, in that moment, he is not in a condition to carry on. I don't know why. I just know I had to change. I don't know yet what happened."
New Premier League rules introduced at the start of the 2014-15 season stress that any player suffering from a head injury must leave the field, with the club doctor then making the decision of whether that player can continue.