British newspaper The Sun claimed Martial, 21, could join Paris Saint-Germain at the end of the season after struggling to convince manager Jose Mourinho of his worth.
But the France international told his close to 800,000 Twitter followers: “Dont listen (to) the papers it’s wrong thanks. Come on United.”
Martial joined United from Monaco in September 2015 in a deal with a reported potential worth of up to £58 million ($72 million, 67 million euros).
He was United’s top scorer last season with 17 goals in all competitions, but has found the net only six times this season and has not featured in the club’s last three Premier League games.
Mourinho hit out at Martial and his entourage in December after the player’s agent, Philippe Lamboley, said the former Lyon youngster was a target for Sevilla.
“Anthony has to listen to me and not his agent,” Mourinho said.
“With Martial, every day I read the newspaper. ‘Martial goes to Sevilla’, ‘Martial goes on loan’, ‘Martial is not happy’. Martial has to listen to me. He is a player with amazing conditions to be a top player.”
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