However, he says his family's Leeds United roots meant there was next-to-no chance of him moving to Old Trafford.
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Speaking to the Daily Mail, he said: "I did have a chance at one point, but I’d never do it. Never. Never.
"I don’t think my dad would have spoken to me any more if I had signed for United."
Milner was also asked if he was a fan of United legend Paul Scholes.
The veteran midfielder replied: "Not as much as I should have done. If I can take him out of that red shirt, then obviously he was an incredible player."