Pogba re-signed for United during Mourinho's first season at Old Trafford in 2016 for a then-world-record fee of £89.3 million from Juventus.
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The France international won three trophies under Mourinho in their debut campaign together, but their relationship eventually broke down, and the Portuguese stripped Pogba of the vice-captaincy in the 2018-19 season.
Mourinho was sacked as United manager in December 2018, and Pogba has said he struggled with confidence during this period.
"I've experienced depression many times in my career, but you don't talk about it," he told Le Figaro. "Sometimes you don't know who you are, you just want to isolate yourself, be alone. These are unmistakable signs.
"Personally, it started when I was with Jose Mourinho at United. You ask yourself questions, you wonder if you are at fault because you have never experienced these moments in your life.
"All top athletes go through these moments but few talk about it. Inevitably, you will feel [depression] in your body, in your head, and you may have a month, even a year, where you are not well. But you don't have to say it. In any case, publicly.
"We earn a lot of money and we don't complain really, but that doesn't prevent us from going through moments that are more difficult than others, like everyone else in life."
Despite Mourinho's departure, Pogba has failed to impress on a consistent basis at Old Trafford while excelling with the France national team.
When asked about the differences with his performances at club and international level, Pogba replied: "Here [with France], I have a lot more playing time, the system is different than with my club.
"In fact, it is simple. With Les Bleus, I play, and, on top of that, in my position. I know my role, I feel the confidence of the coach, the players. It is normal, to feel this difference with Manchester, because it is difficult to be consistent when you change position often, also the playing style or who you are playing with."
Pogba also revealed in the interview that his World Cup winner's medal was among the items stolen during a burglary at his home last week.