Alli was left out of the Spurs squad on Monday (AEST), when a Son Heung-min and Harry Kane-inspired Tottenham came from behind to beat Southampton 5-2, with Mourinho explaining his absence was a tactical decision because he had too many players in his position.
The England international, 24, started against Everton in Spurs' Premier League opener but was replaced at half-time and did not travel to Bulgaria in midweek for its UEFA Europa League qualifier against Lokomotiv Plovdiv.
Given Gareth Bale has been added to Mourinho's attacking options this weekend, the outlook is unlikely to get any better for Alli, who is said to be of interest to Champions League finalists PSG.
Asked whether Alli would be leaving the club, Mourinho said: "I'm not responsible for the [transfer] market.
"I don't know how to answer your question in relation to that. The only thing I can say is that I left eight players behind. They stayed and trained this morning because they are a big group and Dele is amongst these players.
"You could see our team. I cannot start with all of them and I cannot have a bench without defenders or midfielders. In the same way the squad is a puzzle, the bench is also a little puzzle.
"So to have on the bench Toby [Alderweireld] and Serge [Aurier], and Moussa [Sissoko] and Gio [Lo Celso], and [Erik] Lamela, and [Steven] Bergwijn. I cannot have on the bench four wingers or three wingers and a number 10, and then no defenders.
"Everything is a puzzle so in these matches that he stayed out, probably Tuesday he will play [in the EFL Cup against Leyton Orient] and others he will stay out."
Asked if he wanted to keep Alli, Mourinho replied: "I want a balanced squad, that's what I want.
"No, he doesn't need to be sacrificed, but the squad is a puzzle."
Spurs, for whom Son scored four against Southampton, signed Bale on loan from Real Madrid on Saturday and also added left-back Sergio Reguilon from LaLiga's champions after he impressed on loan with Sevilla last term.
"A coach always likes to have the best players in his squad," Mourinho added.
"Gareth, when fit and in condition, is one of the top players in Europe, and Sergio was amazing last season in Sevilla."