Since Alexis Sanchez joined the club in January, Martial has not scored and has started only four games including defeats at Tottenham and Newcastle and he was then substituted in the 64th minute against Chelsea.
The Frenchman could be one of several high profile departures in the summer and Italian publication Calcio Mercato say Martial joining the Serie A champions could trigger a host of transfer activity.
According to Le10 Sport, Martial believes a move to Arsenal would most suit his game and would allow him to flourish, in much the same way as it has his former Old Trafford teammate Henrikh Mkhitaryan.
Manchester United are working towards signing him on a new contract, but Martial remains anxious about the amount of game time he is going to receive as he has been rarely starting since Alexis Sanchez joined from Arsenal in January.
"If I was you, I would go, 'Why (Romelu) Lukaku plays every match?', 'Why (Nemanja) Matic plays every match?' You always go to the one (that does not play)".
The Red Devils duo start on the bench for Sunday's encounter against West Bromwich Albion at Old Trafford, with the two changes made from the side which beat Manchester City last Sunday, seeing Juan Mata and Victor Lindelof step in to replace Jesse Lingard and Eric Bailly. "Because I decide that way".