According to The Sun, the France international was unsuccessful in his bid to find the costly item of jewellery and has since offered a cash reward if it does turn up.
A source is quoted by the publication as saying: "Paul's not been having the best time at the moment at United as everyone knows. He's been stripped of the captaincy, had a furious bust up with the manager and is unsure what kind of a reception the fans will give him when United next play.
"Throw in losing an earring that cost thousands of pounds and it's been the week from hell. He's told the staff at the ground that he'll hand over a good cash reward if anyone manages to find it for him."
Pogba has temporarily replaced the diamond earring with an emoji one, which he showed off on Instagram to his 29m followers.