The Red Devils were in hot pursuit of the 24-year old attacking midfielder and had reportedly submitted a bid which met his release clause of around £31million on Monday.
However, the deal was scuppered when three men acting as lawyers fronted the Bilbao head office to negotiate the transfer only to have the agent of the Herrera unable to identify the trio.
AS journalist Javier Matallanas reported thatd: "The workers of the Liga called the agent of Ander Herrera. He said 'I don't know them'. The agent called Manchester United and the people there didn't know these people."
There is still plenty of mystery surrounding what occurred but nevertheless, Herrera remains a Bilbao player despite United's attempts.