The Red Devils have inevitably been linked with a host of players this summer but they have so far only tied up deals to land defender Victor Lindelof and striker Romelu Lukaku.
Mourinho is likely to be keen to further bolster his squad this summer as he prepares for his second season in charge at Old Trafford and gears his team up for a return to the Champions League.
The likes of Ivan Perisic and Nemanja Matic are among the names to have been linked with moves to Old Trafford this summer.
However, the Portuguese coach accepts that it is difficult for his club to bring in the right players this summer in a competitive transfer market.
Speaking to ESPN FC, Mourinho said: “We always want more. We always feel there is room to improve, and I cannot say that I am happy with our transfer window.
“What I can also say is that it is a difficult transfer window, and I don’t blame anyone – it is just a reality of things.
“The market is going in such a direction that many players are difficult to get, not to say impossible.
“Every club is powerful, and they don’t want to sell or their demands are really high, so the market is difficult.”
Manchester United are gearing up for a return to the Champions League next season after the Red Devils finished sixth in the Premier League but won the Europa League in Stockholm back in May.
The club have not won the Premier League title since their last triumph under Sir Alex Ferguson back in 2013.
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