Shaw is believed to have told Southampton bosses that he wants to leave for Old Trafford on the final day of the season, oblivious to the news that United made their move for the England international just hours before.
Many news outlets claimed that Southampton were holding up the deal, hoping to have a new manager in place before making any decision. But The Times claim United are no closer to signing Shaw after rumours that the two sides had agreed a deal were false.
United had hoped to complete a deal prior to the World Cup, but will now have to make do with any potential deal being completed after the tournament. This leaves United in a dangerous position as a number of other clubs are thought to be interested in Shaw too.