Sources have told ESPN FC that Martial wants to leave the club this summer.
Ander Herrera has defended manager Jose Mourinho and argued Manchester United's players share his sense of frustration at the way the club's tour of the US has unfolded.
Mourinho cut a downbeat figure throughout United's five-game tour of the USA and continued that theme by claiming he learned nothing from their victory over Real.
Jose Mourinho expected the Frenchman to report to United's Carrington training base as the rest of the squad prepare to return but Martial has failed to do so.
Meanwhile, Phil Jones, Marcus Rashford and Romelu Lukaku have all cut short their holidays for pre-season training, Mourinho said.
Manchester United kick-off the Premier League season in just over a week's time when they take on Leicester City at Old Trafford on Friday 10 August.
Man United hopeful of making one more signing, says Mourinho
Manchester United ended their pre-season tour of the United States with their first win of the trip. From my position, the only thing I can give is my best in every training session and every game.
Team Sky's dominance at Tour de France set to continue
At 13 years old we went to Manchester for the national track championships and he won the bronze medal in an U16 event. But his effort, 100 km from the finish, needed more than a blessing and a prayer against a relentless Sky team.
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Barclay said the success of the West Indies tour was taken into consideration when New Zealand Cricket made its decision. In April this year, a depleted West Indies squad also toured Pakistan for three T20Is in as many days.
Mourinho then made a point of saying the majority of his players have a positive spirit going into the season, but repeated it is the "majority".
"And with the fantastic spirit we have, in the majority of the players, I repeat: in the majority of the players, we have a fantastic spirit, we go with everything we have to the Premier League".
"I didn't learn anything [from this game]" Mourinho continued.
Chilean forward Sanchez impressed against Real in the final match of United's five-game trip, scoring United's first and creating the second when he nodded Juan Mata's cross into the path of Herrera, who finished with a first-time shot.
"But the boys tried everything and gave everything and we always have to try to fight for the best result".
Mourinho was speaking after United held on to beat Champions League holders Madrid in Miami.