Interim manager Ralf Rangnick said in a news conference on Thursday that Lingard had asked for a break to "clear his mind" after a proposed move to St James' Park collapsed on deadline day. But Lingard appeared to dispute the claim in a social media post later in the day saying he had not attended training on the advice of the club.
He posted on Twitter: "The club advised me to have time off due to personal reasons. But my headspace is clear and I'll always be professional when called upon and give 100 percent."
Lingard will be out of contract in the summer but was keen on a loan move in January after starting just two games for United so far this season.
West Ham and Tottenham both had approaches rejected because they are considered rivals for a place in the top four while Newcastle refused to match United's demand for a £12 million Premier League survival bonus.
The 29-year-old will not available to face Middlesbrough in the FA Cup fourth round on Friday but is expected back in training on Monday.
"Jesse asked if we could give him a couple of days off to clear his mind," said Rangnick on Thursday. "He will be back in training on Monday and part of the whole squad.
"A couple of weeks ago he wanted to stay and then he changed his mind which was probably also to do with the clubs interested in him.
"Ten days ago I allowed him to leave but the clubs couldn't find an agreement and again the situation changed and as I said it's a combination of both factors that in the end the board decided to have him stay here."