Mahrez trialled with St Mirren U21s nine years ago.
"I had four games. I scored seven goals. Every game I was scoring," he told the Daily Mail.
"They tried to keep me but I never got near the first team. And then my friend in France called me and said the Scottish agent wanted to cut him out, sign me up and become my agent instead. My friend said, 'Come back home. I'll get you a ticket'.
"I'd left my boots at the training ground, so I took a bike from the hotel to get them,' he relates. 'Then I took the bus from the hotel, then the train, arrived at the airport and took the first plane back."