Ronaldo is still seen as a hero to the United supporters, with the forward scoring 118 goals during a six-year spell with the English giants earlier in his career.
The 33-year-old has long been linked with a return to Old Trafford, but Mourinho has said that "it is prohibited" for the attacker to leave the Bernabeu for another European club.
"I believe that Real Madrid cannot sell him, it is prohibited," Mourinho told Record. "He has to stay until the moment they authorise him to go and play one year in America or anywhere else that he wants to enjoy. It is a closed door."
Five-time Ballon d'Or winner Ronaldo has scored 449 goals during a staggering career at Madrid, and will look to add to his 43 strikes for the season in the Champions League final against Liverpool next weekend.
United, meanwhile, are currently preparing for Saturday's FA Cup final against Mourinho's former club Chelsea.