The Frenchman again found the net against Southampton on Tuesday - his 16th Premier League goal and 21st of the campaign in all competitions.
Martial has now addressed the challenge posed by Solskjaer after being handed back the number.
Martial told Canal+: "He [Solskjær] sent me a message, he said 'do you want to take your no.9 shirt back?'.
“I straight up said yes! I said yes and he told me 'now it's up to you to show me [that you deserve it] every time you're on the pitch'."
Asked about his role as a striker, Martial added: "It's different, for example on the wing I have more opportunities to dribble past players, to make the difference while as a 9 I'm here to score and I have scored more goals as a striker than as a winger so it's a good sign for me.
"That's the position [striker] where I was shaped & developed in at the academy when I was young, that's where I feel at my best."