Martial fell out-of-favour at Old Trafford last season and set off to Sevilla in the January window in the expectation of improving his form.
Instead the loan spell turned out to be more of the same for the French star as he made just nine league appearances in La Liga and failed to score.
The striker is now back at Old Trafford but doubts have been cast over him continuing with Manchester United next term.
One possible avenue for Martial could have been Serie A side Roma, who enquired about his situation with Manchester United, according to Italian radio station Teleradiostereo.
Instead, the Roman outfit were quickly put off by the finances that would be involved in taking the striker to the Stadio Olimpico.
Signing Martial would demand a considerable financial commitment from Roma and the club are not keen on the costs involved.
Roma are coached by the Red Devils’ former boss Jose Mourinho but a reunion between the manager and the Frenchman looks highly unlikely.