The Italian youngster claims there was a strong interest from the capital-based club, but it all fizzled out as he moved to England toward the end of the summer
The 20-year-old, who is currently on international duty with the Italy Under-21 side, headed to Newcastle from Inter for an undisclosed fee after failing to hold down a regular place in Milan.
However, his future could have turned out differently as he reveals the Romans wanted his signature.
"There was a moment when I was very close to Roma, but nothing happened, and in the end I chose to move to England," he is quoted as saying by Ansa.
"I did not have talks with anyone, but I know [Roma sporting director Walter] Sabatini wanted me. But, the deal was not concluded and so I went to Newcastle. I am happy there."
Santon has yet to make his Premier League debut.