According to the report, the trio will consider leaving if the club failed to qualify for the Champions League which is seemingly likely to happen going by the abysmal performance of the Red Devil in the last five Premier Leagues matches.
United were knocked out of Europe earlier in the month by Barcelona and with four league matches remaining, they are sixth in the Premier League.
The Red Devils will need help from Arsenal, Chelsea and Tottenham to finish in the top four, especially after Sunday’s 4-0 defeat to Everton.
Missing out on Champions League qualification will have major consequences as goalkeeper De Gea, midfielder Pogba and striker Lukaku would all consider summer departures.
Talks over a contract extension for De Gea have stalled and the Spaniard is believed to be interested in a move to Paris Saint-Germain.
Pogba was heavily linked with a move to Barcelona last summer and returning Real Madrid manager Zinedine Zidane has expressed his admiration for the Frenchman this month.
Lukaku has lost his place in United’s starting line-up to Marcus Rashford and the absence of Champions League football could be the final straw for the Belgian striker.