The 33-year-old Denmark midfielder joined the Red Devils in a free transfer in July 2022 and has gone onto play 66 matches for the club in the Premier League.
His contract is set to expire this summer, and he has admitted talks have not been held over a fresh deal or extension.
He said: "I haven't heard anything from the club, and therefore I assume that the collaboration will stop - that's how I interpret it.
"I am prepared to find something new. I am fine with that. Where it will be, I haven't decided yet."
This season, he has made just 16 PL appearances.
He started her career at Ajax before spending seven years at Tottenham Hotspur, and then Inter Milan.
He suffered a cardiac arrest during the Euro 2020 tournament, and joined Brentford to continue his career after his recovery.
Although Spurs were once keen on a reunion with the Dane, he isn't looking at joining another English club when he leaves United.
He added: "The intention is not to stay in England. I am not going to the USA - we are not going that far.
"We would like to stay in Europe, but it is too early to go home to Denmark. I feel like I have some good years abroad left."