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.
"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.