Martial, 22, has a year left on his current contract but talks of a renewal remained stagnant over the past few months.
"After thinking about all the possibilities and scenarios, Anthony wants to leave Manchester United," Lamboley told French news outlet RMC Sport.
"I think that when Manchester United, which is the most powerful club in the world ... do not find an agreement in eight months of negotiations, it is because they do not really want to make him an important member of the team."
Lamboley admitted that United will have the final say in the matter.
"... Important to remember that he is under contract, that Manchester United will have the last word and that we will respect the decision of the club."
Martial, who was limited to 18 Premier League starts last season, was not picked for Didier Deschamps's French squad for the World Cup. (Reporting By Arnab Paul in Bengaluru Editing by Amlan Chakraborty)