The 37-year-old, who missed the club’s pre-season tour to Thailand and Australia for personal reasons, wants to leave the club he rejoined last year.
He arrived at United’s Carrington training base with his agent Jorge Mendes. Former United manager Alex Ferguson was also seen arriving.
New United manager Ten Hag said earlier this month that Ronaldo was “not for sale”.
“We are planning for Cristiano Ronaldo for the season and that’s it and I’m looking forward to working with him,” he said.
“I have read it, but what I say is Cristiano is not for sale, he is in our plans and we want success together.”
The former Real Madrid and Juventus player finished as United’s top-scorer last season with 24 goals.
But the campaign was a huge disappointment for the club, which finished sixth in the Premier League, missing out on Champions League qualification.
United start their Premier League campaign at home to Brighton on August 7 after final pre-season games this weekend against Atletico Madrid in Norway and Rayo Vallecano at Old Trafford.