The new Ibrox star said: "There were a few games last season where we heard Manchester United scouts were going to be there.
"But I thought they'd be watching Raul because he was linked with a lot of teams at that time."
While Cuellar played down the fact United were keen on him, Gers boss Walter Smith insists it's no surprise that such a high-calibre club were eyeing the defender.
"The season before last Osasuna played well enough to get into the Champions League qualifiers.
"Yet that was effectively Carlos' first full season as he'd only played a bit for the first team the previous year.
"Osasuna finished fifth in the Spanish league and he had a good reputation there."