Mahrez was all set to join Marseille as a teen before former president Jose Anigo pulled out of the deal.
He recalled on social media: "I was too happy! My heart club is Marseille. I liked PSG because it is my city too. But I wanted to go to Marseille too much! So I'm going. I trained with the CFA. The coach was Franck Passi. I trained well.
"Anigo went down to see in training. He took me into his office and said, 'I want you to sign'. In my head, I was in a movie. I am 18 years old. Eight months before I was in Sarcelles… He passed me Marseille shirts.
"I went home, I thought I was going to sign in Marseille! But three or four days later, he calls my agent and he says to him: 'We have a player who is the same here, we want him to be the one to pass, we don't want to get in the way of him.'
"The player was Billel Omrani."