The 21-year-old began the fourth round tie in a central role before shining and contributing to United's second and third goals when moved back out to the left.
While Martial thought he had done enough in the Wigan game, Mourinho opted to bench him again last night.
United drew 0-0 against relegation strugglers Hull as they failed to break through, damaging their hopes for a top four finish.
Anthony Martial has only completed 90 minutes once for Manchester United in the league this season
Martial was deeply frustrated by Mourinho's decision
According to The Telegraph, Martial was deeply frustrated by Mourinho's decision to play Marcus Rashford instead.
United's academy product started on the left, with Zlatan Ibrahimovic leading the line, Paul Pogba in the No 10 role and Henrikh Mkhitaryan on the right following his man of the match display against Wigan.
Even when the manager turned to his substitutes, Martial was snubbed again in favour of Wayne Rooney and Juan Mata, who missed a key chance late on yesterday.
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The France international failed to appear for the warm-up before the match with Hull, however, United denied there was anything untoward it, as well as Mourinho's move to leave Martial on the bench.
Express Sport understands his fellow countryman Antoine Griezmann is a top summer target for United, although an agreement has not yet been reached for his arrival.
Should the striker join, it will leave Martial's future at Old Trafford under further speculation.
Up next for United is a visit to champions Leicester in the Premier League on Sunday (4pm), and the ex-Monaco man will be hoping he features this time around.