His parents have moved, but the 24-year-old Martial still returns often to Les Ulis, the working-class town of 25,000 inhabitants in the suburbs 30 kilometres (18.6 miles) south-west of central Paris.
Last year, on one trip home, Martial coached a team in a mini "World Cup" organised in the Bergeres neighbourhood where he grew up. He also prepared for his return to Old Trafford by training on the pitches of his first club, CO Les Ulis.
When he comes home, 'Toto' still frequents the same fast-food joints and devours 'pains au chocolat' with his old neighbours, the Tenins.
All the locals AFP met in Les Ulis describe Martial as down to earth, even the youngest ones who were born after he moved away to join the academy at Lyon in 2009. From there he joined Monaco, who sold him to United when he was 19 for an initial 36 million pounds.
"You don't get the impression he's a big star. He is a bit like one of the neighbours," says nine-year-old Sirine.
In footsteps of Henry, Evra
Martial has never played for PSG, against whom United start their European campaign this week. But he is one of the many brilliant footballers to have come out of the suburbs of the French capital, including Thierry Henry and Patrice Evra, the latter another ex-United star.
Henry and Evra also played youth football in Les Ulis.
From his window in the apartment block where he grew up, Martial had a view of the neighbourhood football pitch, where he and his friends Baptiste Tenin and Amine Ratel played in their spare time until, the latter recalls, "our parents called out of the window for us to go home".
But Martial was a class apart on the pitch.
"When Dorian (Martial's elder brother) came to play with his mates, we would politely get out of the way and go to play table-tennis. Only Anthony was allowed to play with the big boys," Amine says.
He joined his local club and was already playing with older age groups as a seven-year-old. "Everyone could see very early on that he was a prodigy," remembers Wally Bagou, a former coach.
Once Martial missed the start of a semi-final with his Under-13 team because he was having a trial at Clairefontaine, France's national training centre.
"It was 0-0 in the 60th minute when he arrived, jumped over the barrier and came on without warming up. The first time the ball came to him he scored, and then he went off again. We won 1-0," says Baptiste.
Martial was brought up with football in the family -- his father played at amateur level while his two elder brothers, Dorian and Johan, "always had a ball at their feet" according to Bagou.
While Dorian has been a long-time servant of the local club, who currently play in France's fifth tier, defender Johan played in Ligue 1 for Brest and Troyes. He now plays second-tier football for Sochaux.
On the walls of the clubhouse at Les Ulis, there is a shirt with Martial's name on the back alongside a handful of other names, including those of Evra and World Cup winner Henry.
"What do you want me to say? It's like we have a magic potion here," smiles Mahamadou Niakate, the club's technical director.
Martial, who has 23 caps for France but didn't feature in the 2018 World Cup, gives hope to the kids of the less-affluent "banlieues" on the outskirts of Paris.
"It proves that just because you come from the 'banlieues' you can still go on to have success," says Fabrice Tenin, another of Martial's old pals. "It offers a glimmer of hope."