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After failing with their attempts to sign Herrera, United went on to buy Marouane Fellaini on deadline day from Everton before adding Juan Mata to the ranks in January.
Herrera says he was flattered to hear of interest from the reigning Premier League champions but adds he has no intention of leaving Ernesto Valverde's side.
"I made it clear at the time,” he told El Confidencial.
"I am grateful to United for their interest and to Athletic for considering me to be more valuable than money.
"Athletic have made it clear that they have no intention of selling. We are a solid club with a good economic standing. We are privileged.
"We are stable financially, well respected, have a new stadium and a great team - no Athletic players want to leave."