Martial's cousin Jema posted about the United future's forward on Twitter before he deleted the tweet but several United supporters took a screen grab.
He wrote: "For Manchester United, Anthony's departure is not a possibility, even on loan. They rely on him."
Both Tottenham and Inter Milan were linked with Martial this week.
However, after his goalscoring performance in victory over West Ham, Frenchman Martial is now expected to stay at Old Trafford this season.