United moved to sign the 34-year-old forward on deadline day of the summer window following his release from Paris Saint-Germain.
"At that time, as I was free, many things were talked about," he told ESPN Brasil. "My brother, as my representative, out of respect for the clubs he never closed any doors not necessarily because there was an interest in going. This opened up and made it possible for many people to start giving their opinion and saying that 'Cavani would go here or there'.
“It was a time when much was said and where there were many comings and goings, something already more internal with my brother.
"We decided to come to Manchester, it was something we had already been talking about, there was this interest, not today, but from a time close and a little further, something like five years. There was interest and we decided: 'No, let's go to this great club.'"