McNair left Sunderland for Boro yesterday.
"They (United) wanted me to go out on loan," McNair told the Teesside Gazette.
“I went in to see Jose (Mourinho) and said, 'look, actually looking back it's quite funny', I said, 'if you don't let me go on a permanent move then I'm going to stay here'.
“That's how strongly I thought about it. At the time it's what I wanted and I've no regrets.
“I think he quite liked the way I was straight up and said I wanted to leave and not go on loan. I think he sort of respected that.
“I said, 'look, I've been here since I was 12 years old so the club can at least let me do what I want to do. I went to see Ed Woodward and said the same to him. I was refusing to go on loan basically, I wanted a new challenge and off I went."