Lukaku and United were toothless as they were outclassed 1-0 by Juve at Old Trafford on Tuesday . The Belgian striker's scoreless streak for the club reached eight matches.
The 25-year-old has scored four goals this season – all in the Premier League – though he has not found the back of the net since September 15 against Watford.
And Manchester United have won just two of the eight matches since his last goal and now sit five points back of Juventus in Champions League Group H and nine points back of cross-town rivals and league leaders Manchester City in the Premier League table.
The loss of form has left Mourinho concerned, though the Old Trafford boss remains committed to the Belgian as his lead striker.
"Yeah," Mourinho replied when asked if he was concerned by Lukaku's impotence. "No critics at all, a complete understanding the player is a fantastic professional that wants to give everything for the team, but I have to agree his moment is not sweet.
"Not just with the goals that he is not scoring but also in his confidence, in his movement, in his touch, he is not linking the game well with the team. But he's our striker and a good striker and a striker we believe in.
"Could I play [Marcus] Rashford there? But then I don't have a winger because in this moment we are in this difficult situation.
"He [Lukaku] is a hard-working guy, is a good professional, but one day the goal will arrive and the confidence will be back."
Mourinho will hope to see the 25-year-old back at his best soon.
Bournemouth and Everton are up next in the Premier League before the return clash against Juventus in the Champions and a league derby clash against Pep Guardiola's City.