The 21-year-old winger completed a permanent move to npower Championship Hull last month after two successful loan spells at the KC Stadium, and is now fully engaged in the Tigers' bid to drag themselves back into the Barclays Premier League.
Brady said: "I have always been a Manchester United fan and I always will be. I love the club.
"But it was just the right time for me to get out and play. I need to be playing every week, especially if I want to stay in the international set-up, so it was the right move.
"Obviously, part of me is disappointed and thinking, 'What if?', but you go away and play and work your way back to the top."
However, while Brady felt he had to leave United, he will always be grateful for the years he spent there learning his trade.
Asked if he was determined to prove Sir Alex Ferguson wrong for letting him go, he said: "He's got a lot to think about. He's got so many players to accommodate and make sure he gets the best out of his players.
"I've been taught so much at Manchester United in the last few years, I really appreciate everything they have done for me.
"But I would love to go back and hopefully show him something while I get back to the top."