The Mirror understand De Gea is close to joining the Spanish giants, who are poised to announce the appointment of Rafael Benitez in place of the sacked Carlo Ancelotti.
And this latest footage, obtained by Deportes Cuatro - and brought to our attention by Marca - shows De Gea and his girlfriend Edurne Garcia attempting to get away from Spanish reporters after being spotted.
De Gea, when asked about his future, simply replied: "We will not talk. I will not say anything."
The 24-year-old said something similar to a Spanish journalist in Manchester last week, explaining: "I can't talk," when quizzed about his plans for this summer.
United list alternatives
It now seems a mere matter of time before De Gea becomes a Real Madrid player; all that needs to be agreed is a transfer fee between Los Blancos and Manchester United.
In order to press on in their search for a replacement, United will need to sell De Gea as quickly as possible, unless Louis van Gaal feels Victor Valdes is up to the task of establishing himself as the Red Devils' first-choice goalkeeper next season.
It was reported earlier this month that United are keen on Chelsea's Petr Cech, Tottenham's Hugo Lloris and Inter Milan's Samir Handanovic; however, Valdes demonstrated in his first United start against Hull City last weekend that he remains a top-level goalkeeper in his own right.
United will miss De Gea
But none of the aforementioned 'keepers are at the same level as De Gea, who is now widely regarded as one of the best players in the world in his position alongside the likes of Manuel Neuer and Thibaut Courtois.
De Gea cleaned up at United's end-of-season awards last week, but it seems almost certain he has now played his final match for the Red Devils following four years at Old Trafford.
Real Madrid will make the Spaniard their new first-choice goalkeeper, ahead of Iker Casillas and Keylor Navas, who could leave the Bernabeu after just one season.
Manchester United fans: are you worried your team will struggle next season without David de Gea? Have your say in the comments below!