The club insist they will not let Sancho go for any less than their valuation with the Red Devils faced with paying £100million+ to land their top target.
But it is still clear that Dortmund recognise there is a chance they could lose Sancho as they turn to other targets.
Bild says former United player Memphis Depay is on their radar to replace Sancho at the German club if he departs.
He is keen to leave Lyon after they failed to secure Champions League football and has been linked with a £40million move.
Manchester United have the option to jump straight to the front of the queue for Depay, however, with Lyon sporting director Juninho confirming last year they have priority in the form of a buy-back clause.
“It's true that Manchester United have a priority to buy back Memphis," the Brazilian told OLTV.
“These things exist in football. But until now, we've not received anything on Memphis."