Roberto De Zerbi reportedly told his Marseille players that he rejected an offer from Manchester United to move to the Ligue 1 club.
De Zerbi was linked with United before he took the Marseille job over the summer following his departure from Brighton.
The Italian was touted as a potential candidate to replace Erik ten Hag before the Dutchman was handed a contract extension in July.
United later sacked Ten Hag less than six months after that extension and his successor Ruben Amorim will start work on Monday.