The Spanish midfielder joined United from Chelsea in a £37.1m January deal in 2014, the Reds eventually finishing seventh having won the title the season before.
"I was like I'm going to wave and they're going to boos us and insult us, like they should feel. I come from Spain and know things turn difficult when a team is not performing.
“I didn't want to look at the people, just in case. I was embarrassed."
However, the 31-year-old had a sudden and surprising revelation, one that would change his perception of the United fans.
He said: "About halfway [around the pitch], I realised they were clapping and singing, encouraging us and saying it doesn't matter, it's next season. This is incredible.
“It was unbelievable to have such fans behind you. You're seventh in the league with Manchester United, having been winners the year before with Sir Alex Ferguson, but they don't lose patience. They say: 'keep going, it doesn't matter'.
“It got me a bit emotional because I didn't expect it. I'd never experienced this before in Spain. The expectations are high if a big club doesn't perform. There is a lot of pressure on them."