Arsenal boss Wenger: Man Utd's Ronaldo was ours
Wenger said: "Ronaldo is a great player and yes, we had him here and were very close to signing him, he could tell you this if he wants.
"That was the difference. One day, I will tell you more about the story and I am sure you will all be very surprised."
United signed Ronaldo, who is 23 on Tuesday, for £12.25million from Sporting Lisbon in 2003.