Menez was offered terms by United manager Sir Alex Ferguson as a 16 year-old.
"It was a pleasure," the 25-year-old winger told L'Equipe. "I had watched Manchester United on television. This is a club with a great coach and great players, and I was flattered that they were interested in me.
"In Mr. Ferguson's office, with there was much talk. But I didn't talk much, I just listened to Ferguson. He told me what he expected of me and spoke about money. He doesn't beat about bush!
"But it was too early for me to go abroad. You tell yourself that it may be now or never. But in such circumstances, one must remain calm.
"I had only been at Sochaux for three years and I was not in a hurry to leave."