Ighalo's current contract with United expires on May 31, with the Premier League not expected to restart until mid-late June.
Shanghai Shenhua are demanding he returns to China for pre-season training, says the Daily Star.
United were hopeful of retaining Ighalo's services for their remaining fixtures, though talks are now at a standstill.
Shenhua have not played since December due to their domestic season being postponed as a result of coronavirus, which was due to start in February, but will now behing next month.
Despite allowing Ighalo to leave on loan, Shenhua have always been keen for the 30-year-old to return to the club.