Manchester United will get legal advice before they make a decision.
In an interview with TalkTV, published by The Sun on Sunday evening, the player said he has no respect for the manager.
The forward said he feels betrayed by Manchester United for trying to force him out of the club and that United have made zero progress since Ferguson retired.
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"Manchester United notes the media coverage of an interview by the Portuguese player," the statement said.
After the full facts have been established, the club will make a response.
The focus remains on preparing for the second half of the season and continuing the momentum, belief and togetherness being built among the players, manager, staff, and fans.
Senior figures at the club are talking to the player.
Sky Sports News understands that Ten Hag and the United players are not happy with the way the interview was conducted.
The club only found out about the interview as they were getting ready to fly back from London, and they don't understand why he said what he did.
United are likely to consider all their options regarding the player now that he disrespects the club, his manager and team-mates.
He would have been in the squad if he'd been in the starting XI. He said he was sick.
When asked if he was being forced out of the club, he said yes. The other two or three people around the club are not only the coach. I felt bad.
"I don't know if senior club executives were trying to oust me," he said when asked if they were. I don't pay much attention. The truth needs to be heard by people. I felt betrayed. This year and last year, some people don't like me here.
I'm not sure what's happening. The club has not evolved since Sir Alex Ferguson left. No progress was made.
It's an interesting point that a club like Manchester United sacked Ole and brought in a sporting director who is something nobody understands. The man is not a coach. The hiring of a sporting director by a club like Manchester United was a surprise to everyone.
There is nothing new. The gym, pool, jacuzzi, and many more are included. Some points of technology, the kitchen, and the lovely people who work there. I was surprised that they stopped in time.
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I expected to see technology and infrastructure. We see a lot of things I'm used to seeing. It was surprising to me.
He doesn't show respect for me, that's why I don't have respect for him. I won't have respect for you if you don't have respect for me.
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Sky sports reporter, Kaveh Solhekol.
The Hag has never disrespected any player. In the four games since he was dropped for the game at Chelsea, he has started three of them and captained the other.
Ten Hag's problem is not the club's problem right now. It's too big for Ten Hag to deal with on his own, so owners and senior figures have to deal with it.
"Ronaldo is not likely to play for the club again now that he is at United."
Everyone at the club has tried to help, but there is only so much they can do.
He went to the medical department at United to tell them he wasn't well after he was told he wasn't starting against Villa. Since that time, United have not seen him.