Memphis is back in the North West for the first time since leaving United as Lyon travel to Manchester City.
Depay admitted he was not mature enough during his 18 months at Old Trafford but claimed there are untold stories about former United manager Louis van Gaal.
"I saw Van Gaal at Dirk Kuyt's testimonial and we didn't really speak about it," he said. "Certain things that happened I don't want to say now in public.
"Maybe when I write a book some day I will speak about it. There were some miscommunications but I cannot blame that or a particular thing for the way things happened.
"I still speak with lads from United and I wish everybody the best. Manchester is still red!"