Off contract this summer, Martial leaves United after nine years at Old Trafford.
"It's with great emotion that I write to you today to say goodbye," he wrote on social media.
Advertisement
Advertisement
"After nine incredible years at the club, the time has come for me to turn a new page in my career.
"Since I arrived in 2015, I have had the immense honour of wearing this shirt and playing in front of you, the best supporters in the world.
"Manchester United will always be in my heart."
Now 28, Martial scored 90 goals in 317 appearances for United.