United signed Antony on a five-year contract for a reported initial fee of 80.75 million pounds ($93.16 million) and the Brazil international who played under Ten Hag at Ajax Amsterdam took part in his first team training session on September 2nd.
"He did his first training (on Thursday), so an individual session," Ten Hag told reporters after a 1-0 win at Leicester City which lifted them to fifth in the league.
"On Friday, we have a team session and on Saturday we have a team session, so I will think about it and then we will take a decision."
Martial has not featured in United's last two games after sustaining an Achilles injury after the win over Liverpool last month, while defenders Aaron Wan-Bissaka and Luke Shaw also missed the Leicester match.
"It's difficult to say, when I talk about Shaw and Wan-Bissaka, but Martial will not be involved on Sunday," the Dutch manager added.
Arsenal have won all five of their opening Premier League games and Ten Hag said he expected a difficult clash against Mikel Arteta's side.
"I have seen Arsenal, a tough opponent, they have started really well as we all know in the season, and you can see there is a team who are a long (time) together, with a coach who brings his philosophy in the team," he said.
"So this is a good test and I'm really looking forward to it. We will pick the right eleven to start but as you see, it's not only a team, we have a squad... the substitutes who came on (on Thursday) did really well, so I'm happy with that."
