The Portugal international was livid after the 2-1 semi-final defeat to Braga in what could be his final game for the club.
Negotiations have dragged on between the Portuguese giants and United, who are hopeful of securing a deal at no more than £55m before next week’s transfer deadline.
Fernandes assisted his side’s only goal of the night but looked visibly upset at full-time as he quickly made his way back to the dressing room.
A camera attempted to follow him but Fernandes instead shoved it away in disgust.
It followed a chaotic end to the cup tie, with both sets of players and coaches clashing.
Yannick Bolasie was sent off with half an hour remaining before tempers spilled over entirely with Braga’s Eduardo Carvalho and Sporting duo Jeremy Mathieu and Eduardo Henrique all seeing red in stoppage time.
United have been reluctant to spend more than £42m on the player, while Sporting are holding out for at least £55m and would ideally like a series of bonuses to take the deal up to £68m.
The 25-year-old has been consistently linked with a move away after appearing destined to leave last summer.
But the speculation has not affected his form, with 13 goals and 10 assists in 21 appearances across the league and Europa League.