According to The Sun, the Chilean international - who has badly struggled since moving to Old Trafford in January - sent a WhatsApp message to teammates revelling in the demise of Mourinho.
The Portuguese was dismissed on Tuesday with United 19 points off the Premier League summit and 11 points behind the top four.
The ex-Arsenal man reportedly sent the message on Tuesday, hours after Mourinho's exit.
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Sanchez, who turned 30 this week, will now come in for scrutiny from executive vice-chairman Ed Woodward and club chiefs.
And fans, who have been left disappointed with him since his arrival at the club, will also have their own questions.
Sanchez was pictured with his family celebrating his birthday on Wednesday, having endured a nightmare 2018.
Pinched from under the nose of Manchester City 11 months ago, the United No.7 had slipped down the pecking order under Mourinho come the final weeks of the ex-Chelsea manager's reign.
Sanchez has scored just four goals in 30 games for United since his arrival and was out of favour before his injury, often left on the bench after a number of lethargic displays.
His failure to make his mark at the club has played a part in their struggles this season - and ultimately Mourinho's demise. SHARE THIS STORY USING ANY OF THE BUTTON BELOW ⬇ PLACE YOUR TEXT ADVERT BELOW ⬇⬇⬇