The striker came through the ranks at French outfit Les Ulis the same club where fellow France international Evra started his career.
Martial completed a surprise move to United on the final day of the summer transfer window in a deal worth up to £60 million, after seeking advice from former Old Trafford defender Evra who encouraged him to move to "a club of champions."
"[Eric] Cantona is truly a legend here and he is a real reference for me too, he was a great player," Martial told MUTV.
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"You also have Pat Evra who lives in the same town as me in France and who has only had good things to say to me about the club.
"He told me it was a club of champions, a club that above else wants to win and certainly since I’ve arrived here I’ve felt that for myself too."
Martial has scored nine goals in his debut season at Old Trafford, a figure only bettered by Wayne Rooney during the 2015-16 campaign so far.