The midfielder has revealed he was the subject of a late offer from the Red Devils but that Real Madrid rejected the deal
The Germany international revealed that the Spanish club snubbed an offer from the Premier League champions and has been told by Madrid boss Carlo Ancelotti that he has a place in the side this season.
"Real Madrid rejected the offer, so it's over. There was no need to hold talks. I had a good chat with Ancelotti, that's why I knew that I will play for Real this season," Khedira told reporters on Tuesday.
Manchester United boss David Moyes sealed a deadline day deal for Marouane Fellaini from Everton for £27.5 million, but failed to seal a deal for fellow midfielder Ander Herrera from Athletic Bilbao.
Khedira also spoke out of disappointment at seeing his team-mate Mesut Ozil depart Real Madrid to join Arsenal in a move which saw the north London club smash their transfer record.
"Personally, I regret that he leaves," he added. "It's a loss because I think that Mesut can make the difference.
"I was informed two or three days ago, that's why it came as no surprise for me."