Pochettino, a former Espanyol player and coach, says the closest he came to moving to Real Madrid was when he was in charge of Tottenham.
Speaking on El Chiringuito, the Argentine recalled: "As a player, I had the opportunity (to play for Madrid) and it didn't happen. As a coach, I had a couple of opportunities, but sometimes those are the moments that happen in football.
"I don't know whether to tell the story or not... (Zinedine) Zidane was leaving and logically there's the possibility of signing for Real Madrid. Surely other coaches too.
"I had given (chairman Daniel) Levy my word that I would stay until Tottenham's new ground was finished. At that moment I told him that I would go to Madrid if Levy gave the OK... I don't know what happened next... Surely he didn't give the OK.
"I don't know how (Real president) Florentino Pérez took it; it wasn't my fault. I wasn't out of contract... But it's never too late if the luck is right."