The Frenchman was named on the bench by United boss Jose Mourinho despite impressing against Wigan in the FA Cup on Sunday.
But he failed to join his team-mates on the pitch pre-match.
This is the third time Martial has not warmed up with the team after being named on the bench.
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A similar scenario happened against West Ham and Hull last month.
Nevertheless when the match kicked off at 8pm, Martial took his place in the dugout with the other substitutes.
Martial has had a difficult season, struggling to replicate last term's impressive debut campaign.
Yesterday, Mourinho admitted Martial has to do better to convince him he is worthy of a regular starting place.
Manchester United's Anthony Martial
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He said: "He has done enough to be on the bench.
"He has to perform better than the others who are competing for the same positions.
"His position is one where we have lots of options. Do you want me to leave Mkhitaryan out after being man of the match [against Wigan in the FA Cup] and playing so well as he did? I can't.
"The players pick themselves. I am just there to analyse what they do and try to be fair with them. Such a good performance, Mkhitaryan has to play [against Hull]. Simple."