The Red Devils slumped to a third Premier League defeat of the 2018-19 season to fall nine points behind leaders Manchester City and Liverpool FC.
Manchester United lost 3-1 to West Ham United at the London Stadium as Lukaku failed to get on the score sheet in his fourth successive game in all competitions.
Martial started alongside Lukaku in the English capital but the France international produced a muted performance in the 3-1 loss.
Mourinho brought on Marcus Rashford in the second half and the England international scored what ultimately proved to be a consolation goal.
Former Manchester United defender Ferdinand demanded more from both Lukaku and Martial.
“The lack of movement from Lukaku, Martial,” Ferdinand told BT Sport. “We know they’ve got ability and we know Rashford’s got ability. But they are not showing it anywhere near enough.”
Manchester United have slumped to losses to Brighton, Tottenham Hotspur and West Ham in the current Premier League campaign.
The Red Devils are in tenth place in the Premier League table and already five points adrift of fourth-placed Tottenham.
Manchester United will take on La Liga side Valencia in their second Champions League group stage fixture on Tuesday night.
The Old Trafford side were 3-0 winners against Young Boys in Switzerland last month.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news