The 22-year-old has been struggling to live up to the high expectations at Old Trafford this campaign and has admitted that he previously wondered whether he would still be an option for national team coach Danny Blind.
However, he is now brimming with confidence again and keen to show what he can do in the upcoming friendlies with France and England.
"There have been moments that I doubted whether I would be called up for the national team," Depay told NOS.
"I had some difficult games before, but I do not have any doubts right now. I want to show that I am still good enough to play for Oranje.
"We are building a new team and that is a good feeling. We have two beautiful games ahead of us. France and England are big teams. We are optimistic heading into those games."
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Depay has been in and out of the team at United this season, but he remains a key figure for Oranje and he is grateful for the faith shown in him by Blind.
"The national team coach gives me a lot of confidence and I am grateful for that," Depay told De Telegraaf.
"It's very important for young players to have a coach who believes in you. He knows what I can do and knows I can be useful if we make the World Cup.
"Do I feel the same confidence at United? Sometimes. There are people at United with whom I've been talking about it, including the manager.
"But I am focused on the national team now. I am very happy to be part of the team for these two friendlies."