It was reported Baines had asked Martinez to sell him to United earlier this summer.
But the manager said: "Has Leighton ever said he wants to go to United? No. But whatever the players say in a different situation or environment could change.
"You have to have contingency plans. Believe me, the way you work in the transfer market is to always think about the unthinkable.
"We are working in a way in which you always need to have things in place. That's working within the rules of the transfer window, so we always do that."
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