The MUonE experiment aims at a precision measurement of the hadronic vacuum polarization contribution to the muon $g-2$, via elastic muon-electron scattering. Since the current muon $g-2$ anomaly hints at the potential existence of new physics (NP) related to the muon, the question then arises as to whether the measurement of hadronic vacuum polarization in MUonE could be affected by the same NP as well. In this work, we address this question by investigating a variety of NP explanations of the muon $g-2$ anomaly via either vector or scalar mediators with either flavor-universal, non-universal or even flavor-violating couplings to electrons and muons. We derive the corresponding MUonE sensitivity in each case and find that the measurement of hadronic vacuum polarization at the MUonE is not vulnerable to any of these NP scenarios.