The United centre-back missed his first top-flight game of the season when he was rested for the 4-0 home victory over Crystal Palace prior to the global break.
Mourinho signed Victor Lindelof in a £30.7m deal from Portuguese giants Benfica to improve their defensive options before Manchester United made Romelu Lukaku their second most-expensive signing of all-time at Old Trafford.
Neville said on the Premier League TV's Premier League Today programme: "With Jose now he looks in control as he looks at his team and thinks I can go all the way with this team".
"It shows promise because, compared with the team a year ago, it was more hard then", Bailly told United Review in response to a question about finishing games strongly this season.
"For a young defender it's very important and with this manager I'm positive about the future".
"We have to keep on working because at any given moment the others might see their chance and take it".
'It's fine in my view because there are four of us defenders and everyone is ready to make the most of the opportunities the manager gives us.
The Frenchman has come under fire again this season after the club's slugglish Premier League start, but three clean sheets in the league last month has helped steady the ship. They play Liverpool at Anfield when the Premier League resumes and also will face Tottenham and Chelsea in their next five league fixtures.
"It's what we always have in mind: to have the desire, the aim to win several trophies because it's a good thing for a player's career".