Both then completed moves to England in the summer of 2011, with big-money deals taking them to opposing sides of the Manchester divide.
They have locked horns on a regular basis since linking up with City and United, but their friendship away from the field remains as strong as ever.
Aguero admitted as much to The Sun at the premiere of a new Amazon documentary which offers an insight to goings on at the Etihad Stadium called All or Nothing: Manchester City: “I hang out a lot with David because we played together for Atletico Madrid.
“We have a good friendship from Atletico... but he now plays for United and I play for City.”
While De Gea took some time to settle into Premier League life after arriving at Old Trafford, Aguero hit the ground running with City.
He netted twice on his debut for the Blues and is now the club’s all-time leading goalscorer with 201 efforts to his name.
Aguero has always made troubling opposition defenders look easy, but he admits to having found the going tough during his early days in England.
He said: “The first season I was here, I really suffered.
“There was a match we played in the snow – it was horrible. There was ice on my face, and I almost asked to be subbed off. I swear my hands hurt, my face, everything.”
Aguero has since adapted to the Manchester climate having made 292 appearances for City.
Those outings have included some memorable moments, with his record-breaking haul of goals having helped the Blues to three Premier League titles and three League Cup successes.