The Japanese international is yet to feature for the Red Devils in the Premier League this season, leading to suggestions that the United boss is not keen on the 24-year-old.
"Please ask David Moyes why I'm not in the side," Sky Sports News quotes Kagawa as saying.
"It's hard not playing regularly. Some days the frustration is worse than others – it comes in waves."
Kagawa was on the scoresheet for Japan on Tuesday when they beat Ghana 3-1 in an international friendly.