The Sun claim the Chilean was delighted when the news broke of Mourinho’s departure on Tuesday morning.
They say he messaged Rojo on WhatsApp saying: “I told you so!! Patience is all it takes. Rojo you owe me £20k.”
Sanchez – United’s top earner on around £500,000 per week – was signed by the Portuguese from Arsenal in January.
But he has struggled to settle and his return of only four goals in 30 appearances in all competitions have come at an approximate cost of £2.1million per goal.
Sanchez has started just five Premier League games this season as he has struggled for both form and fitness.
Mourinho defended his signing last season claiming it was difficult to settle after signing mid-way through the season.
But he once again failed to get the best out of him in the current campaign and paid with his job after United’s worst start to a season in 28 years.
Ole Gunnar Solskjaer has been placed in temporary charge while they search for a permanent successor who will be appointed in the summer.
The Norwegian, 45, will be tasked with bringing back an attacking style of play and lifting the doom and gloom currently surrounding the struggling club.
Solskjaer’s first game in charge sees United travel to his former club Cardiff on Saturday.
And he insists he will let the players go out and express themselves and says former boss Sir Alex Ferguson has been a huge influence on his coaching methods.
“We’ve got a great set-up. The analysts were watching Cardiff this morning,” he said on Thursday.
“I’ve seen the teams, I watch the Premier League. It’s about us though, not the opposition.
“We want to see the players express themselves. Our main focus is us, the opposition comes later.
“I’ve had 300-400 games as a first-team manager. I’m confident. I’ve won the league, I’ve won cups, I’ve been relegated. It’s about man management.
“It’s about managing players, staff and it’s about getting the best out of everyone.
“The boss (Ferguson) will always be the best at that.
“I get my managerial style from him. He’s been the biggest influence but then again we’re different. I’m a different personality.”