The Brazilian star used an Instagram post to criticize VAR officials for awarding United a decisive penalty in injury time after defender Presnel Kimpembe jumped and blocked Diogo Dalot's shot with his elbow.
Neymar said that he is focused on PSG currently but any player would be interested in playing in a big club like Real Madrid.
Paris Saint-Germain will be without Neymar and Thomas Meunier against Manchester United while Edinson Cavani's participation also remains a major doubt on Tuesday at Old Trafford.
PSG will be without the world's most expensive player Neymar and possibly 192-goal, all-time club leading scorer Edinson Cavani against a revitalized United side unbeaten under their new coach Ole Gunnar Solskjaer.
Despite the setback, PSG leads second-placed Lille by 10 points, having played two games less.
Neymar was injured while playing against Strasbourg last Wednesday in the French Cup, rolling his ankle as he fell to the ground following a couple of challenges.
PSG will travel to Manchester for the first leg of the Champions League round of 16 clash on February 12.
The rout equalled PSG's record league win: 9-0 away to Troyes in 2016, when Zlatan Ibrahimovic was the star.
Neymar was on the sidelines during PSG's 2-1 win over US Orleans in the Coupe de la Ligue round of 16.
Cavani and Neymar were both assisted by their 19-year-old teammate, with Mbappe putting on an excellent display of speed, strength and dribbling throughout the game.
Paris Saint-Germain will play Liverpool on Wednesday in their Champions League fixture at the Parc des Princes.
PSG's 12th straight win from the start of the season is a record for the top five European leagues, beating Tottenham's 11 opening wins in 1960.
Mbappe found the net just four minutes after coming on, justifying his importance in an attack which has plundered 39 goals in 11 games.
The 19-year-old star of France's World Cup title run this year, Mbappe became the youngest player to score four goals in a French league match in 45 seasons.
The Brazil star's treble included two superb free kicks, taking his tally to 10 goals in eight games overall this season.
Neymar was caught by Wylan Cyprien's flailing arm as they contested the ball near the hour mark of an otherwise one-sided contest.
Roberto Firmino scored in the 11th minute off a cross from Douglas Costa, later Neymar added a penalty kick in the 44th minute.
Fans, players and former soccer stars criticized the Brazilian for his overacting on the pitch in Russia, including a tearful moment at the end of the 2-0 win against Costa Rica.
The five-time world champions exited football's showpiece event after a 1-2 quarter-final loss to Belgium on Friday.
A debate about Neymar faking injury and overreacting to tackles is polarizing opinion between European outrage and Brazilian defence.
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