Depay has made just one start in all competitions this term and is widely expected to leave Old Trafford in the January transfer window, with Everton keeping a close eye on the attacker's situation.
The 31-year-old Young has mainly been warming the bench as well, making a mere eight appearances in all competitions.
Mourinho has now acknowledged both wingers have not had a real run of matches to show what they can do, but has pointed at the tough competition for places as the reason behind their omission.
"I still have some bad feelings towards myself because I did not give a real chance to everyone," Mourinho told Sky Sports.
"There are some positions in our squad where we have overbooked.
"To be honest, people like Ashley Young and Memphis Depay, I did not really give them a run of matches to play, to prove themselves.
"So I have this little bad feeling."