Nigerian Ighalo, 30, flew to Manchester United from China last weekend after signing on loan from Shanghai Shenhua.
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“He might have liked to have come with the players and got to know them,” manager Ole Gunnar Solskjaer told MUTV.
“But the risk [of border restrictions tightening] we don’t want to take.”
Meanwhile, midfielder Scott McTominay and defender Axel Tuanzebe, who have both been out with long-term injuries, will travel to Spain.
Manchester United are not due to return until late on Friday before their Premier League game against Chelsea at Stamford Bridge on Monday, 17 February (20:00 GMT kick-off).
Source: BBC SPORT