Sneijder confessed he wanted a move to Old Trafford in the summer.
"United? I would have liked to [join them]. It would be crazy to suggest otherwise," Sneijder told the Corriere dello Sport.
"There was a moment when I was close to United, but in the end nothing happened.
"However, I am happy in Milan as the president [Massimo Moratti] did not want to sell me.
"Inter gave me a chance when the door was closed. I feel at home here and I never wanted to go.
"I don't know why my move to Manchester United never materialised, maybe they never really wanted me."