The Times is reporting that the Red Devils forward wanted to negotiate with Arsenal over a potential move to north London but his team-mate Henrikh Mkhitaryan was used in a swap deal to sign Alexis Sanchez from the Gunners.
The same article states that Manchester United boss Jose Mourinho has refused to give Martial assurances about his future following a difficult 18-month spell under the Portuguese head coach.
According to the same story, Arsene Wenger was initially interested in a move to sign Martial before the Gunners eventually opted to sign the Armenia international in the January transfer window.
Mkhitaryan has already proven a hit at Arsenal following a return of one goal and four assists in seven appearances in the Premier League for the north London outfit, while the attacking midfielder has made one goal and has made one assist in five Europa League fixtures.
Former AS Monaco star Martial has scored nine times and has made five assists in 16 starts and 11 substitute appearances in the Premier League this term.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news