Martial, 22, left United's Los Angeles training camp last week to attend the birth of his son, but after the safe arrival of Swan Anthony, he did not return to United's preseason tour of the United States or report back to Carrington.
He has been linked with a move away from Old Trafford and it is understood manager Jose Mourinho is willing to sell the France forward.
"Sorry but my family will always come first".
According to Spanish newspaper Marca, the Croatia worldwide is keen to quit the Bernabeu over a lack of first-team opportunities, but would rather stay if the alternative means playing under the current management at Old Trafford.
Three of Manchester United's World Cup stars are heading back to the club's Carrington training ground earlier than expected.
The aforementioned United players, plus Victor Lindelof, have been on extended breaks following the World Cup in Russian Federation and the quartet were not expected to be available for the start of the season.
Reports claimed Martial was even fined for his actions and there's been confusion why he hasn't returned to United as it's been nearly a week since the birth.
"My players [have been] incredible in their effort but we have more effort in front of us", said Mourinho after goals from Alexis Sanchez and Ander Herrera secured the win over Real.
"My players will be in wonderful condition", Mourinho told reporters after his side beat Real Madrid in Miami.
"In the majority of the players we have a fantastic spirit", Mourinho told reporters last night.
Alexis Sanchez was arguably United's best player and the Chilean global opened the scoring in the 18th minute as he swept home with a low finish from a Matteo Darmian cross. "My professional players were awesome all pre-season because they know we play against good teams, against good opponents".
"I didn't learn anything (from this tour)", said Mourinho.
With Man City running away with the league last season and Liverpool strengthening considerably over the summer, challenging for the title will be hard, as will playing a style of football that will entertain the fans after 2017/18's dour displays.
"Anthony Martial is better for Karen [United's press officer] to answer if she wants to answer", the Man United boss said when asked about Martial's future. So let's look at it from a positive side and wait for Lindelof, Rashford, Lukaku and Jones.