The defender was linked with a loan switch to the Latics in January before he opted to stay with the Lions.
He said: "I heard there was interest from Wigan but I don't really know what happened.
"I had other options but I wanted to be at a club where I would play, so I decided to stay at Millwall.
"I don't know if I would have played at Wigan.
"But it's a bit weird we are now facing them in the semi."