Despite manager José Mourinho confidently telling the media (via Eurosport) that Martial would start against Watford, the team sheets have been published and the 22-year-old Frenchman is not listed.
United's official website put out a statement on their team news shortly before kick-off, explaining that the Frenchman picked up a small injury in training on Saturday.
After 0-0 draw with West Ham on Thursday, Mourinho said: "Marcus [Rashford] and Anthony played against Brighton. Today was for Alexis and Lingard and Sunday is a game for Martial and Rashford.
"I play some players that didn't play today, I play Romero, I play Daley Blind, I play Eric Bailly, I play Rashford, I play Martial, I play Mata."
There were reports earlier this month that United were interested in a swap deal with Chelsea that would see Martial join the Blues. In return, Brazilian midfielder Willian would have reunited with former boss Mourinho at Old Trafford.
Meanwhile, Michael Carrick starts his final game for Manchester United as he hangs up his boots at the end of the season. The 36-year-old will wear the captain's armband for the game against Watford.
Juan Mata, Alexis Sanchez, Ashley Young and Marcus Rashford make up United's attacking quartet as Jose Mourinho's men look to hit 81 points for the season.