Atletico was De Gea's formative club before he left for United.
He told El Pais: "To begin with, with the draw there was that mess... The toughest teams were PSG and Atlético. PSG came out first, it was repeated and we got Atlético. It's hard to explain what I'm going to feel, but at that moment I said: 'It can't be, what a coincidence that we get Atlético'.
"It's a difficult feeling to explain, after so many years, to go to Wanda again to play against Atlético. A very strange feeling.
"(Leaving Atletico) cost me a lot. There were people close to me who told me: 'Man, you have Manchester United, think about it, it's a unique opportunity'.
"But at that time I was just Atlético de Madrid. I had been there for many years, since I was little. I had my family here, my friends, everything here. It was a moment… It was hard for me to take the step. People loved me a lot and it was hard for me to take the step."
On United's disappointing season, De Gea also said: "I think we have been cursed or something there (laughs). I don't know, the truth is that I don't know. They always ask me and we talk about it between colleagues and we say: 'I don't know what's going on'.
"We should have fought for more trophies, more big things, but I don't know why the team doesn't go, doesn't go..."
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