The Armenian has been left out of United's squad for the game against Burnley on Saturday, with reports suggesting that he is closing in on a move to the 'Gunners' as part of the deal that will see Alexis Sanchez move to Old Trafford.
English publication 'The Daily Mail" quotes a United source as saying that the former Borussia Dortmund man said his farewells following Friday's training session, which is expected to be his last for the 'Red Devils'.
"It was very tearful," the source told 'The Daily Mail'. "Henrikh has been a very popular figure here at United.
"We know he isn’t too happy at the way this deal has been forced upon him. He realises he has more chance of playing at Arsenal, but he would have preferred to leave on his own terms."
Mkhitaryan is now expected to head for London with agent Mino Raiola to complete his move to the Emirates.
It marks a sorry end to his 18-month stay in Manchester, but the 28-year-old will now have the chance to relaunch his career under Arsene Wenger.
Mkhitaryan could reunite with former Borussia Dortmund team-mate Pierre-Emerick Aubameyang at Arsenal, with the Gabonese striker also closing in on a move.