The Portuguese boss also questioned Shaw's commitment and ambition at United last weekend.
"With the stuff that has been going on it is hard for me to take because deep down that is not me as a person," the 21-year-old told the British media.
"He (Jose) wants to see me fighting – and I will fight to the last second because I want to be here for the club.
"I want to play for the manager and I want to help this team get back to the top."
Shaw suffered a broken leg last season and has started only seven league games under Mourinho during the current campaign.
"I am working really hard at the moment, especially now more than ever," the England international added.
"I am going through a phase where everything sort of is going against me, but I want this so badly, I want to prove everyone wrong."
United, who are currently sixth in the league, visit bottom-placed Sunderland on Sunday.
(Reporting by Hardik Vyas in Bengaluru; editing by Amlan Chakraborty)
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