Mata is under contract at Old Trafford until the end of this season.
The 30-year-old joined United from Chelsea in a £47m deal back in 2014.
Jose Mourinho has featured Mata in both of United’s Premier League fixtures this season.
But Mata has rejected the offer to stay around at United after this term.
The newspaper claimed that the Spaniard has turned down a contract offer from United bosses and will look to return to Spain at the end of the season.
Mata started his career in the Real Madrid youth ranks but made his name at Valencia.
His performances for club and country eventually earned him a move to Chelsea in August 2011, at a cost of £23.5m.