That is according to his biographer Simon Zwartkuis.
Depay partnered with Zwartkuis to release Heart of a Lion, an autobiography that details his childhood, early career and famous failure in the Premier League.
The Dutchman was one of the world's most coveted young talents after bursting on the scene at PSV Eindhoven.
The move was close to eventuating before Depay decided to join countrymen Louis van Gaal at Old Trafford.
He would spend two years at the club before being sold to Lyon.
But Zwartkuis says there are no regrets in the player's mind.
When asked about the Liverpool rejection and any possible regret, Zwartkuis told Tribal Football: "I don't think so. Memphis is convinced that everything in life happens for a reason.
"In 2015 he was very close to move to Liverpool. Rodgers invited him at his home in England and they had a good and positive conversation.
"Memphis thought for a while he would move to Liverpool, but at a certain point the club told him a new striker was their number one priority (Benteke) and after that they would move on with Memphis.
"During that waiting period Paris Saint-Germain and Manchester United also made him offers. He choose for United."
In 18 months with United, Depay failed to live-up to his £25m price-tag.
The talented winger struggled to play in van Gaal's system during his debut season, making 29 appearances.
Things turned from bad to worse for Depay when Jose Mourinho took over in the summer of 2016.
He would make four appearances for United before being sold to Lyon in January 2017.