United drew 0-0 at Villa Park on Sunday and Ten Hag's words at halftime are said to have been secretly recorded, says The Sun.
Ten Hag's team talk and instructions to players were audible in the recording.
"This is a shocking breach of security and some serious questions will be asked as to how this was allowed to happen," a source was quoted by The Sun.
"Fortunately, there was nothing sinister to this incident. It was just a prankster, who's actually a United fan, being silly and wanting to hear what was said inside those four walls.
"But it will definitely be a cause for concern about how they managed to get inside a changing room at one of the Premier League's biggest clubs just days before a match."
The individual involved is said to have placed and operated the device in the away dressing room via his mobile phone. The person collected the recording device the following day.
Aston Villa are now investigating the incident.