The 25-year-old France international was replaced at half-time of the first leg of their Europa League last-16 tie at Old Trafford by Amad Diallo.
The teenager then went on to put United ahead five minutes later with his first goal for the club.
Manager Ole Gunnar Solskjaer confirmed afterwards that Martial would be looked at more closely to see if he is set to join a lengthening injury list.
“Unfortunately, he got a whack on his hip, quite early in the first half so Anthony couldn’t go on,” he said.
“There’s another forward we need to scan and look at.”
Solskjaer will hope Martial’s injury is not serious as he is already missing forwards Marcus Rashford and Edinson Cavani, as well as midfielders Paul Pogba, Donny van de Beek and Juan Mata.
Rashford, who limped out of the win over Manchester City last weekend, is unlikely to be fit for Sunday’s Premier League game against West Ham but could return for the second leg in Milan next Thursday.
“I definitely hope Marcus is back for next Thursday in Milan. I’m not sure he’ll make Sunday but, fingers crossed, as we’ll need him,” he added.
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