Negotiations between the two clubs have progressed well over the last 24 hours and Lukaku has expressed a willingness to join Juventus despite having his heart set on a move to Inter Milan earlier this summer.
However, sources have told ESPN FC that Dybala has reservations about moving to United, both because it would mean leaving Italy while also swapping Champions League football for at least one campaign in the Europa League.
The Argentina international trained with Juventus on Wednesday before a scheduled meeting with Juventus boss Maurizio Sarri to discuss his future.
United want to confirm whether Dybala is open to the move before pressing ahead with negotiations. The 25-year-old would like to stay at Juventus but sources have told ESPN FC he fears he is being pushed towards an exit.
He was keen to link up with Inter boss Antonio Conte at San Siro but sources have told ESPN FC he would be keen on a move to Juventus.
Talks between United and Inter are still ongoing with both Lukaku and Dybala valued at around £80m.
Meanwhile, the club have distanced themselves from Sporting Lisbon midfielder Bruno Fernandes after making enquiries earlier this summer.