Martial has missed the last two games with an Achilles injury picked up during the 2-1 win over Liverpool on Aug. 22.
The 26-year-old will again be sidelined when Arsenal visit Old Trafford on Sunday and Ten Hag said he does not know when he will be back.
“Anthony Martial will not be available for Sunday,” Ten Hag said. “I cannot tell at this moment [when he will be available].”
“It’s difficult to say [when they will be back] when I talk about Luke Shaw and Aaron,” Ten Hag added.
He trained alone at Carrington on Thursday but will join in sessions with the rest of the squad on Friday and Saturday.
“We have a team session [on Friday] and on Saturday we have a team session, I’ll think about it and we’ll take a decision [on Antony],” Ten Hag said.
“It’s not only a team, we have a squad. The subs who came on [against Leicester] did really well. I’m happy with that and that’s what we have to construct further.”
United will line up against Arsenal on the back of three straight wins. Arsenal, meanwhile, have a perfect record in the Premier League so far this season with five wins from wins to sit top of the table after the first month of the season.
“I have seen Arsenal, a tough opponent,” Ten Hag said.
“They’ve started really well this season and you can see this is a team who are longer together, who have a coach bringing his philosophy to the team, so for us it’s a good test. I’m really looking forward to it and we will pick the right XI to start.”