"Another thing is what is going to happen".
But Mourinho, who gave Darmian the captain's armband in Thursday's International Champions Cup clash with AC Milan for sentimental reasons, insists United have not received any offers which have been remotely good enough.
"He said that he knows I can be the best but he sometimes feels frustrated that I'm not doing that", added Shaw. Reports suggest that the Foxes management are even willing to offer Maguire over £100,000-a-week wage, making him the top earner in the club. "So of course I'm not happy, to have just a few players".
Shaw made just eight Premier League starts last season as second choice left-back behind Ashley Young. "I always look big because I'm bigger built - I've got that Wayne Rooney type of body".
Sources have told ESPN FC that Mourinho is ready to cash in because he does not want to upset the dressing room with an unhappy player.
"So, of course, against Leicester and Brighton, the situation is not wonderful for us".
"But for the first two matches we have to fight for the points, because we need the points".
Maguire is a player who has been on the ascendancy for a couple of years now.
But Mourinho's arrival a year later saw the Frenchman's development falter due to rotation with Marcus Rashford and the eventual signing of Alexis Sanchez.
Mourinho's comments to ESPN on Tuesday also included thoughts on Paul Pogba. Still, Leicester refused to sell until the summer.
Much will depend on Toby Alderweireld's future, however, and if United are intent on signing the Belgian, it could represent Tottenham with an opportunity to bring Martial to White Hart Lane.
Meanwhile, Chris Smalling has admitted he struggled to come to terms with his omission from England's World Cup squad but says no damage has been done to his morale because he is still appreciated at United.