The Spain goalkeeper has yet to feature for the Red Devils this season as manager Louis van Gaal said he was not in the right frame of mind to play while a transfer to Madrid remained a possibility.
But as the Spanish transfer deadline closed on Monday night, an issue with paperwork meant a deal did not happen and it leaves De Gea at Old Trafford until January at the earliest.
Should De Gea play in the group stage, he would be cup-tied should Madrid revive their interest in the winter transfer window.
The 24-year-old looks set to be recalled by Van Gaal after being named in his European squad, with fellow goalkeeper Victor Valdes omitted from the list published by UEFA and United.
New £36million recruit Anthony Martial is also included on a 26-player list, along with Van Gaal's other five summer signings in Sergio Romero, Matteo Darmian, Bastian Schweinsteiger, Morgan Schneiderlin and Memphis Depay.
United will face Depay's former club PSV Eindhoven as well as CSKA Moscow and Wolfsburg in Group B, returning to the competition after a one-year absence having come through a qualifying round against Club Brugge.
Source : PA
Source: PA