The 21-year-old has impressed in his first season at Old Trafford and is currently the club's equal top-scorer alongside Marcus Rashford with three goals.
Instead his Welsh father took him to an underage Wales camp and he became integrated in their international youth setup from a young age
"[My father] took me to a camp in north Wales when I was 12. Ever since then I've always played for Wales age groups growing up," James said.
"I can't say England have ever tried to pick me."
James has been a shining light in a dark season at the Theatre of Dreams so far after making the £15 million ($19m) switch from Championship side Swansea City in the off-season.
The winger scored on his Old Trafford debut in the 4-0 drubbing of Chelsea and hit three goals in his first four Premier League appearances.
But the Red Devils campaign has taken a turn after a promising start, with the club languishing in 12th position on the league table.
James explained it was important for Manchester United to actively overturn their poor form and not continue on the same path.
"In the Premier League this season a lot of clubs have young squads showing what they can do. I've always dealt with things in exactly the same way," he said.
"It was the same when I was at Swansea and things weren't going so well.
"It's important in football to react when things aren't going so well. It's alright when things are going good, but it's important to deal with things when it's bad."
James will be in action for Wales against Slovakia in Trnava on October 10 before returning home to play Croatia three days later.
His next club fixture for the Red Devils will be against league leaders Liverpool at Old Trafford on October 20.