Rashford was poor throughout the 1-0 defeat.
Ten Hag said: “I will talk to him and not the media.
“I know this issue's coming up and Marcus is investing a lot. We support him and he will return to his form.
“I repeat myself: he works hard and he's investing a lot, he will get back, he will recover and he gets all our support.
“I don't go into individual performances."
Pundit Jemaine Jenas said on TNT Sports: "I think it was poor, I think his body language was shocking throughout the game, I really do.
“There have been too many moments like this and throwing his arms about.
"I think he is sending a message to his manager almost like 'I don't want to play out here'.
“He is looking at [Alejandro] Garnacho on the left, and it's criminal putting your team under that type of pressure by not doing your duties as a wide man and tracking back.
"It's clear as well, [Tino] Livramento knows that he does not want to go with him. He's never there and it's time and time again.
“He has no interest in tracking him back and [Harry] Maguire and [Luke] Shaw are constantly coming to the rescue