The 23-year-old has been the team's first-choice right-back since Ralf Rangnick's arrival as interim head coach last December, making 29 appearances this season, including 23 outings in the Premier League.
Dalot only has little over 12 months left to run on his contract at Old Trafford, though, and there has been a host of speculation surrounding his future over the last few months.
AC Milan, who had the defender on loan last term, are believed to be keen on a permanent deal for the Portugal international, while a number of other leading European clubs are said to be interested in his signature.
However, according to the Manchester Evening News, Ten Hag views Dalot as a key part of his squad next term and will therefore reject all interest in the right-back.
Dalot has made 64 appearances for Man United since arriving from Porto in July 2018, contributing one goal and three assists in the process.
The Portuguese has played the full 90 minutes in each of his side's last six Premier League matches, meanwhile, and is widely expected to start against Crystal Palace on Sunday afternoon.
Dalot had to play second fiddle to Aaron Wan-Bissaka in the early stages of the campaign, but the latter will allegedly be surplus to requirements at the club this summer.
A recent report claimed that Wan-Bissaka does not have a future under Ten Hag, and the 20-time English champions will actively listen to offers for him this summer.
The 24-year-old joined the Red Devils in a £50m deal from Crystal Palace in July 2019, and he has made 126 appearances for the club in all competitions, including 26 outings this term.
Meanwhile, Villarreal's Pau Torres continues to be linked with a switch to Old Trafford, with the Spain international enjoying another impressive campaign for the Yellow Submarine.
Harry Maguire, Victor Lindelof and Luke Shaw are all set to stay, but there has also been speculation surrounding Alex Telles's future, with the Brazil international recently linked with Barcelona as part of a potential swap deal for Frenkie de Jong.
Ten Hag will be given money to improve the squad this summer, with a new central midfielder and striker also set to arrive, but the club's finances have been hit by their failure to qualify for the 2022-23 Champions League.
Man United will be bidding to secure sixth spot in the table when they head to Palace on Sunday, which would see them claim a position in next season's Europa League.