Both players have seen their first-team chances limited at Old Trafford following the appointment of Mourinho in the off-season, prompting a number of clubs to enquire about their services.
However, the Portuguese boss will only consider serious transfer offers for the pair, although he was quick to point out that he had not yet received any acceptable offers.
"Their situation is exactly the same. Both of them," he told reporters, ahead of Saturday's FA Cup third-round clash with Reading at Old Trafford.
"I will allow them to leave the club if the right offer comes.
"Until this moment, no. Is this a good situation? No. Why not? Because I don't think about them as options in this moment.
"In normal conditions, they would be selected for the match tomorrow, and they aren't, because we are waiting.
"A couple of weeks ago, it looked like 100 per cent, and in this moment, looks like zero per cent because we don't have any offer that is close to the quality that they have."
Schneiderlin, 27, has made just three substitute appearances in the EPL this season, while Depay, 22, has featured from the bench on four occasions.