Martial jetted back to France midway through the tour for the birth of his second child.
The forward, who earns £90,000 a week, will be hit in the pocket with a two-week fine having not returned for the final two games of the tour.
The sensational move from United will likely push Martial closer to the exit with Jose Mourinho keen to sell him for £70m.
Martial has been linked with Chelsea, Tottenham, Real Madrid and PSG but United are so far refusing to sell to a Premier League rival.
Manchester United do not believe Martial – who wants to quit the club this summer – has trained since heading backt to Europe.
United boss Mourinho is keen to sell Martial despite his stance earlier in the summer and the club’s resistance to letting him go on the cheap.
Mourinho has decided Martial does not have the mental strength to play for him.
United are in a race against time to bring in a replacement with Ivan Perisic, Williand and Gareth Bale all proving difficult to do deals for.
Perisic has now emerged as Mourinho’s top target but Inter Milan are playing hardball with Ed Woodward reluctant to spend on a player close to his 30s.
United ended their US tour with a 2-1 win in Miami over European champions Real Madrid and Mourinho was directly asked if Martial would be leaving.
But he dodged the question, saying: “Anthony Martial is better for Karen [United’s press officer] to answer if she wants to answer.”
The United boss was pressed on whether Martial would be part of his squad upon their return to Manchester and would only say: “I don’t know.”
Mourinho believes he will only be able to sign one player with a centre-back and a winger still on his radar.
Leicester are holding strong on Harry Maguire while United are yet to go back in for Toby Alderweireld.
United boss Mourinho revealed Romelu Lukaku, Marcus Rashford and Phil Jones are all cutting short their post-World Cup holidays by three days to return to pre-season training.
The trio could be available for United’s Premier League opener at home to Leicester on August 10, with Mourinho praising their willingness to return to training earlier than expected.
But the United boss made no mention of his other World Cup stars still on holiday – Paul Pogba, Jesse Lingard, Ashley Young and Marouane Fellaini – making the same gesture.
Mourinho spoke of the fantastic spirit in the “majority” of his players, clearly a pointed reference to Martial and his unwillingness to return to training or rejoin the squad.
“We start the Premier League in nine days,” said Mourinho. “These are the players that we have, plus Victor Lindelof, who started training two days ago.
“Plus we have Rashford, Jones and Lukaku because they gave to the group and to the team three days of their holidays, so they’re coming back three days early to try and be available for the team.
“They’re not prepared, but they’ll be back, and that’s the spirit we need, because our first two or three weeks in the Premier League are going to be really hard for us because we didn’t prepare for that.
“And with the fantastic spirit we have in the majority of the players, I repeat – in the majority of the players we have a fantastic spirit – we go with everything we have to go to the Premier League.”
Mourinho cut a downbeat figure throughout United’s five-game tour of the US and continued that theme by claiming he learned nothing from their victory over Real.
“I didn’t learn anything,” said Mourinho. “I know what Ander Herrera, Juan Mata and Alexis Sanchez are, I know the kids are very young and need time to grow up.
“I know that my players gave everything and in the last 15 minutes we were dead and they bring on Marco Asensio and Isco, and I thought we wouldn’t resist it.
“But the boys tried everything, gave everything and we always have to try to fight for the best result.
“We tried, with the players we had available, to organise the best possible team to defend against them. We were just trying to survive and have the best possible results.
“But, as I was saying to the players, some of my players will be in an amazing condition. Imagine Alexis Sanchez fresh, the way the man is running after playing four matches, 90 minutes.
“I think he’s in a fantastic condition, so let’s look at it from a positive side and wait for Lindelof, Rashford, Lukaku and Jones, which are going to be four important players for us.
“They will not be prepared, but they will be back, and that’s the spirit we need, because I think our first two or three weeks in the Premier League – Leicester, Brighton, Tottenham – I think these two weeks are going to be really hard for us because we didn’t prepare for that and that’s what it is.”
