The France star wants to leave United this summer following a breakdown in communication with Mourinho last season.
However, he initially travelled with the team for the club’s preseason tour of the United States.
The 22-year-old had to leave Los Angeles to join his pregnant girlfriend Melanie Da Cruz in Paris just hours before United’s clash with AC Milan on Thursday morning.
Telegraph Sport reports that Mourinho was angry about the late notice given by the player.
It was not also clarified whether Martial asked Mourihno for permission to leave.
It’s unlikely that Martial will fly back to the United States for the remainder of the tour and this is being viewed as a way to manoeuvre a summer exit.
The player has been strongly linked with a move to Chelsea and Juventus.