United have failed to meet Borussia Dortmund's asking price of £108 million to sign the England winger.
Multiple figures at Dortmund have ruled out selling Sancho this summer, but Solskjaer has not given up.
According to Norwegian publication Dagbladet (via the Mirror), Solskjaer has told Sancho that the deal with happen eventually, although he admitted that negotiations have been 'difficult'.
United have until October 5 to secure Sancho's signature before the window closes.
Dortmund remain stubborn on their valuation and the Red Devils might need to cough up the cash to get their man.