The Frenchman had a stuttered season in the 2016-17 campaign, having to prove his ability to manager Jose Mourinho in order to gain a regular starting spot.
Martial, who cost United £36m when they bought him from AS Monaco in 2015, failed to make the first XI for Sunday's Premier League opener against West Ham United, but he came off the bench in the second half to score in the 4-0 victory.
Tottenham Hotspur have reportedly launched a bid to sign the 21-year-old, but United have rejected the club's advances.
Martial's family member Jema had his say on the situation in a tweet, which has since been deleted, according to the Manchester Evening News.
It read: "For Manchester United, Anthony's departure is not a possibility, even on loan. They rely on him."
Martial scored four goals and created six others in 25 Premier League appearances.