The Englishman wants to return to the club where he spent last year on loan.
United do want to sell the player, but only for a certain price.
The Italian club wants a new centre-half urgently, as Serie A begins this coming weekend.
If they cannot agree a deal for Smalling in the coming days, they may move on to another player.
The 30-year-old is training with United, but separately, as he hopes the move is resolved quickly.
But he would return to team training if no deal is done, as he does have an affection for United, having spent many years with the club.