Pique moved to Old Trafford in 2004 but returned to the Catalan side where he played as a kid after winning the Premier League and Champions League with United.
He said: "I didn't know any of them when I came but I like the Happy Mondays, as well as New Order and the Charlatans.
"I was born in 1987 so I was very young, but after three years I ended up liking the music here.
"It is a very special city for me. I was 17 when I came here. I would have liked to play more but it was a very special few years, I learned a lot."