The striker is on an expiring contract with United - although there is an option for a one-year extension.
However, transfer expert Fabrizio Romano is reporting: "Anthony Martial, not in Man Utd squad again today as he's still recovering but his chapter with the club is also already closed.
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"Martial will join new club in the summer as he's set to leave."
In total, the Frenchman has collected 90 goals in 317 competitive matches for United.