The Mail on Sunday says United are demanding that the Football Association investigate Liverpool's role in the affair, which is turning out to be a dramatic follow-up of the Argentine's £8m move to Real Madrid last Thursday.
The plan, allegedly thought up by Heinze's representatives, called for Palace to buy the player from United then sell him on to Liverpool.
It foundered when the London club refused to cooperate and, instead, made both Manchester United and the Premier League aware of the approach.
Now the Premier League are piecing together a dossier containing all the details about the attempt to involve Palace and will present it to the FA.
"There will obviously be an inquiry," said a league source.