Martial missed out on a position in the France squad for the 2018 World Cup following a difficult end to the 2017-18 campaign.
The 22-year-old scored 11 times and registered nine assists in all competitions for United last term, but struggled for starts following the arrival of Alexis Sanchez in the January transfer window, which has led to speculation of a possible exit.
Saha, however, is desperate for his countryman to stay at Old Trafford in this summer's transfer window.
"[Not being in the team] is part of the process at a big club - the competition is there," Saha told Omnisport. "We all want to be in the starting line-up at our club in order to play for the national team. It's difficult, it's not easy.
"Sometimes we need to challenge ourselves by saying, 'If I'm not in the line-up, if something is off, then I need to work on it'. Other players can do it, like [Lionel] Messi or [Cristiano] Ronaldo. They don't have bad patches because they clearly can adjust and challenge themselves. We cannot see much of their weaknesses.
"The goal is clear. He has the quality to be in the starting line-up of any club at any time. If that is not the case, it's because something is still missing and he needs to keep working. Obviously, I would tell him to stay - you don't need to ask that question.
"He's a great player. His pace makes me crazy. That's just great. I want him at United in the best condition. [Jose] Mourinho needs to maybe understand how to give him confidence. It's a challenge that Martial has to overcome because I think he's able to."
Tottenham Hotspur are the latest club to be credited with an interest in Martial.