A report in The Athletic indicates that United transfer guru Matt Judge engaged in talks with the Uruguayan a few years ago.
But it appears the Uruguay international was happy at PSG and a possible move was shut down by Cavani's brother.
It is said that Cavani's sibling added various demands into a possible deal that United did not think were suitable.
United could go back in for Cavani in the summer, as they need a senior forward and he will likely leave PSG on a free transfer.
The veteran is now 32, but could still do a job for United for a couple of seasons - a la Zlatan Ibrahimovic.