The former midfielder, whose playing days were plagued with injuries, reportedly came very close to signing for the Red Devils in 1988, but was tempted away from Newcastle United by the lure of Tottenham Hotspur for a then record British transfer fee of £2 million.
After an unsuccessful spell at Lazio, Gascoigne plotted a return to England and a possible move to Manchester United.
However, he revealed that he knew he had missed his chance.
“I knew I wasn't going there," Gascoigne said in the Daily Express. "You only mess with Sir Alex once."
Gascoigne did manage to talk to Ferguson before his eventual move to Rangers in the summer of 1995, but failed to sway Ferguson’s decision and the move never materialised.
“He talked to me but wouldn’t sign me. I asked him to but he was deciding whether Eric Cantona was staying at the time. Cantona stayed, so fair enough.”
However, Gascoigne does admit deep down that he was resigned to have missed his chance.
“I just knew that I wasn't going there, even if Cantona had left,” he said.
The former midfield maestro holds no grudge against Ferguson and is grateful that the Red Devils boss forgave him for moving to White Hart Lane instead of Old Trafford in 1988.
“He is a great man. I am just glad he forgave me eventually for not signing for United that first time, but it took him six years to speak to me again.”
Gascoigne regards himself fortunate to have worked under such managers as Terry Venables, Bobby Robson and Walter Smith during his career, but missing out on Ferguson is a “massive regret.”
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