The Argentina defender is seeking legal advice to see if he has grounds for pursuing a complaint against the Red Devils over their refusal to sell him to Liverpool.
Heinze is contracted to United for another two years but the club's chief executive David Gill gave his agent a letter confirming the figure they would be prepared to sell him for, thought to be around the £6million mark.
However Gill claims he made it clear the left-back would not be sold to any of their three major domestic rivals.
Speaking to the News of the World, Heinze said: "I am on holiday but may return next week and say more.
"For now, I'm a United player. But I'm not saying anything else."
The paper claims United have offered Real Madrid and Juventus the chance to sign Heinze in a bid to stop him moving to Anfield, while Gill has moved to clarify the issue of "the famous letter".
He said: "I wrote to Heinze and his agent to give them an indication of what value we require for, effectively, an overseas transfer.
"If there is overseas interest and the valuation is right, I can see him moving on."
Several of Sunday's tabloids believe Wigan's Leighton Baines could be the unlikely beneficiary of the row, no matter where Heinze's future lies.
Baines snubbed the chance to join Sunderland in a £6million move recently as his camp apparently believe he can shine at a higher level.
And he could now get the opportunity as Liverpool and United are reported to be keen on the England Under-21 man and are planning moves - if necessary - once Heinze's situation is clarified.