The defender, 22, ended his five-year stint at Old Trafford when he joined former team-mate Roy Keane at Sunderland for £2million last week.
Bardsley said: "It was a wrench to leave United but you can't kid yourself.
"I don't feel I've got a point to prove. I had limited opportunities.
"Sunderland was a challenge I couldn't turn down. Roy is a great role model because of his character and will to win."