The France international has struggled in his second season at the club, falling out of favour with manager Jose Mourinho.
And yesterday he was an unused substitute for the 3-0 win over Leicester.
Paris Saint Germain are among the clubs said to be interested in Martial, but the player has dispelled thoughts of a summer departure.
Dont listen the papers it's wrong thanks Come on United ������
— Anthony Martial (@AnthonyMartial) February 6, 2017
Manchester United star Anthony Martial
He tweeted: "Dont listen the papers it's wrong thanks Come on United."
Last month, Mourinho called on the 21-year-old to improve his performances.
“I don’t think he lost his focus,” said Mourinho.
Manchester United star Jesse Lingard spotted wearing 'dab' cap
Mon, February 6, 2017
Jesse Lingard is spotted out and about in Hale wearing some outrageous new headgear
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Jesse Lingard is spotted wearing some interesting new headgear
“I just think he didn’t catch with both hands a big opportunity he had. When we spoke about Memphis Depay [leaving United] we spoke about it being the only position where we have an over-booking of players.
“We have still five players for this position. I cannot give one player chances to play and kill the others. To kill the others, I think I already did that with Memphis by considering him the last option and by not giving him any option. But with the other guys I think you would be asking me why Mata is not playing or why Marcus Rashford doesn’t have a chance, or why Jesse Lingard, a national team player, is not playing.
“We have Rashford, Lingard, Mata, Mkhitaryan and Martial, and I cannot give the same player chance after chance after chance and not consider the effort of the others.
“Anthony played against Liverpool, a big match for us and a big match for him, too. Then the next game I went to Mata and Mkhitaryan. This is the situation.”