The 32-year-old full-back skippered the team in the 1-1 friendly draw with Club America in Arizona.
Martial has been linked with a move away from Old Trafford after failing to become a starter for Jose Mourinho last season.
Mourinho was not disappointed, however, insisting that the game was merely training for the season ahead.
The left-back has struggled to live up to expectations at Manchester United due to his injuries over the past few years, but is now back to full fitness and willing to make up for lost time. "Now it's all about work, confidence.I am confident with them because they are all unbelievable players and Anthony looks very sharp".
"I think that's the point, about his performance level and his contribution to a winning team".
"You can not do whatever you want in life, I would love to arrive in Los Angeles, to train in Los Angeles and play all my five matches in Los Angeles, and then don't travel, don't change hotel and then go back to Manchester".
Asked if he needs more signings at the club, Jose Mourinho said: "One thing is what I want and another thing is what is going to happen".
Martial started last season like a house on fire but tailed off in the second half of the campaign.
Missing star talents Paul Pogba and Alexis Sanchez, the opening match of a pre-season U.S. tour looked like it might end in defeat for the Reds in Arizona until Juan Mata volleyed to equalise in the 78th minute.