Marca says the La Liga side are keen to sign an attacking player before the end of the month and have weighed up the availability of Martial.
However, the report does claim that the Spanish side may only be able to commit to a loan deal. That and the fact that Jose Mourinho would not be able to sign a replacement means that a deal in the coming week is highly unlikely.
It's not the first time Martial has been linked with a move to the La Liga side either.
Back in December 2016 Martial's agent, Philippe Lamboley, claimed he was wanted by Sevilla and that he was 'studying the option' over a potential January 2017 move.