Volpato had been offered a spot in Australia's 26-man World Cup squad but turned it down.
The 18-year-old midfielder is enjoying a breakthrough season at AS Roma, having featured in each of their last four matches, with five appearances across all competitions overall.
Volpato was born in Australia but has played for Italy at youth level and is still considering his senior international future.
"I think it is a personal decision and the club has not been involved. As a coach, for example, I would refuse to call up a player, even a young one, in a situation like that," Mourinho said in a press conference.
"What I understand is that he is at the beginning of his career and that he's growing with Roma by getting more minutes in consecutive matches.
"It's not like last year where he played just one game against Verona and then he didn't play again, I think he has now played four games in a row.
"He is in a development phase where I think he has to focus on building his future and not on certain decisions where maybe someone else wants to accelerate a process that should not be sped up."
Volpato used social media on Wednesday to issue a comment on the matter.
"I've seen lots of speculation about decisions I have supposedly taken at international level: the truth is I am just at the start of my professional career and I am totally focused on continuing that process at Roma," he posted on Instagram.
"Making any sort of rushed decision about my international future at this early stage risks being extremely premature.
"There will be plenty of time for me to make the decision that feels right for me, but right now I know my focus needs to be continuing to work hard each and every day in order to continue improving as a player."