But within an hour, Sancho hit back by insisting Ten Hag's remarks were "completely untrue."
In a statement posted on X, Sancho added: "Please don't believe everything you read! I have conducted myself in training very well this week.
"I believe there are other reasons for this matter that I won't get into, I've been a scapegoat for a long time which isn't fair!"
Ten Hag was made aware of Sancho's response on the journey back to Manchester from London on Sunday evening but decided against issuing a clarification to his postmatch comments.
According to sources, he believes he was clear on his reasons for dropping Sancho and is standing by the view that he did not deserve a place in the squad because of his performances in training.
The 23-year-old, who moved to Old Trafford from Borussia Dortmund in a £73 million ($92m) deal in 2021, has made three substitute appearances so far this season.
Sancho has risked disciplinary action over his social media posts.
Ten Hag has acted quickly to stamp out perceived indiscipline at United in the past.
In December, Marcus Rashford was dropped to the bench for a game at Wolves after arriving late for a team meeting.
The European window closed on Friday with the pair -- both out of favour -- still at Old Trafford.
Bailly was not part of the squad for the summer tour of the United States and has been training with the reserves.