Manchester United turned down a request from Penarol to keeper Facundo Pellistri on loan until January.
The Red Devils signed the 18-year-old from the Uruguayan club before deadline day.
And Pellstri's former club were hoping to keep him a while longer, but United want him to go straight into the first team squad.
"Of course we asked for it," Penarol vice-president Rodolfo Cantino told Referí.
"We tried in every way but they argued that they wanted the player now.
"It's normal, when an European club buy[s] a player, they travel immediately."
