The international striker had a trial with the Championship club in December but did not do enough to convince the Blades to offer him a contract.
United were believed to be reluctant to sign Choi before he completes his compulsory two-year military service stint, while the diminutive striker suggested he was not at his best during the trial.
"I have heard the news that it is hard to join Sheffield," the 25-year-old told reporters at his club Seongnam Ilhwa Chunma's training ground.
"On December 16, I suddenly got a call to go to England two days later. The K-League season had finished three weeks before so I was short of sharpness.
"I then had a 20-hour flight and then the trial, so it was tough. From an early age, I have dreamed of playing in England but that is now a challenge for later. Now, I am focusing all my energy on Seongnam."