The Argentina international returned to his former club on-loan last month.
Rojo told CIELOSPORTS: "I told my representative 'whatever comes, you must block everything'. Nothing that came to Manchester was going to be better than this.
"Monaco wanted me to go. Monterrey was the one who insisted the most, they offered me what I was paid in Manchester. Then Sporting also called me through the president, who is a friend. I had several teams also in the Premier.
“I felt I had to come back here. I still did not play, but I think the decision was the right one."