Ighalo has his sibling's name etched onto his football boots, and will also don a white undershirt with her name on it when United travel to top four rivals Chelsea on Monday.
Mary Atole died at the age of 43 after collapsing at her home in Canada on December 12.
"I feel very emotional because it has not really struck me that my sister is gone forever and I am never going to see her again," the frontman revealed to The Sun.
"Sometimes when I am alone and I just remember her, I have one sharp pain in my heart.
"My twin sister, Akhere, will call me, crying, saying she misses her and, sometimes when I am alone, I cry too.
"It is a very painful loss but I am trying to be strong as a man."