The report, which first appeared on a gambling website and was subsequently circulated by other United Kingdom media outlets, claimed the French forward had requested a transfer away from Old Trafford this summer.
Alongside the written message, Martial included a red emoji - reaffirming his commitment to United.
You can understand why there's speculation surrounding his future, but he did show enough in the latter stages of the season to suggest Mourinho will keep him around for a little while longer.
Martial rarely speaks to the written or broadcast media after matches and once tried to disguise himself in the mixed zone by pulling his hood nearly entirely over his face.
Martial seemingly falling out of favour has led to questions on whether he'll still be a Red Devil next season, even as early as this past February.
Manager Jose Mourinho is yet to get the best out of the France global on a weekly basis, but he can be a phenomenal player at United if given the chance, provided he's willing to put the work in on his end.
"Let's follow the example of Wayne and Martial", Mourinho said after he scored in United's April win at Burnley.
"Do I think Anthony is a player with great potential?"
"I was here at 10:30am and when I arrived some players they were already here, taking care of little details and taking care of their recovery and going to the swimming pool and taking care of their body".