Martial has one year remaining on his current deal at Old Trafford but the Reds are likely to trigger their option of another season.
"After reflecting carefully on all the possibilities and all the parameters, Anthony has decided he wants to leave Manchester United", said Lamboley as quoted on RMC Sport.
'When Manchester United, which is the most powerful club in the world, does not find an agreement in eight months of negotiations, it is that it does not really want to make it an important player.
Lamboley added that the club wanted to give the French star a new contract but haven't been able to agree with the player after months of negotiations.More news: Monaco to sell Lemar to Atletico Madrid
While Lamboley admits his client's future remains in United's hands - and Sky sources understand the club are not looking to sell the player - Martial, who was omitted from the France World Cup squad, is now odds-against to stay at Old Trafford.
The fans demanded Mourinho to trust the former Monaco man a little more as the campaign wore on and the gap between Manchester City and Manchester United widened at the top of the table.
"That's why this decision comes in".
"We do not have the same vision on the future of Anthony".
"Today, Anthony is disappointed because he has shown for three seasons the love he had for the club and the supporters".More news: Spain 'forced' to sack Julen Lopetegui on eve of World Cup 2018
"It's important to remember that he is under contract and that Manchester United will have the last word". He was chosen Player of the Month three times by fans.
The transfer window shuts on August 9 this summer. I will not comment on the consequences of this transfer window. Everyone will have their opinion, I think we need to resume his career.
Martial joined United as a teenager who, at the time, was touted as a potential future Ballon d'Or victor.
"The only thing that I can say is that lots of managers like him and several clubs want to offer their projects to Anthony".More news: North Korea Summit: Trump and Kim pledge to leave the past behind
"Anthony just wants to play, find fun, the feeling with the coach will be crucial".