"In the same way he told me he was going to retire and I kept secret on that, I also told him I was coming in this direction," said Mourinho, who takes Chelsea to play David Moyes' United on Monday.
"Not definitely, because I couldn't say that. It was not done and I had a contract with Madrid and I had to be free of that. But at the same time he knew I wanted to come to Chelsea."
Asked why Ferguson confided in him, and vice versa, Mourinho revealed the pair shared many secrets and regularly asked each other's advice on players.
"He thought this big decision he could share with me, the same way I told him that I was on my way to Chelsea," Mourinho added.
"We kept that (secret). We trust each other."
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