And Kahn, who is the games record holder with the Bavarians, says he knocked back Ferguson when he attempted to sign him.
"Sir Alex Ferguson is still mad at me today," Kahn told German outlet Bild.
"He thought that I would move to Manchester United in 2003 or 2004, but I was more interested in trying to define an era at Bayern.
"Looking back, I should have done it then. It would have been a nice challenge for me."