The 20-year-old United winger, who has recently spent three-months on loan at Plymouth Argyle, has moved to Bramall Lane on an initial one month loan deal.
"I spoke to Sir Alex on Wednesday and he told me of the interest. There were a few other clubs interested, but it is good to know a big club like Sheffield United is interested in me," Martin told the Manchester Evening News.
"Plymouth wanted to extend my stay, but the decision was made by myself and Sir Alex.
"I will work hard but hopefully I can bring a bit of flair, pace and energy."