The Chilean's message to the WhatsApp group read: "I told you so!! Patience is all it takes. Rojo you owe me £20k" (A$35,000) - according to The Sun.
Sanchez has flopped at Man United since signing from Arsenal mid-way through last season, and was dropped from the starting XI this campaign amid reports of falling out with Mourinho.
Although the Portuguese manager initially defended the forward, the pair allegedly clashed behind the scenes over tactics and game time.
Sanchez, the highest paid player in the Premier League, has one goal from 12 matches this season.
He is currently back in his native Chile recovering from a hamstring injury.
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