Sir Alex Ferguson admitted in an interview published earlier this week that "not getting Gazza" was the biggest disappointment of his managerial career.
The 41-year-old said he was shown around United's training ground as a young player but he chose to join Tottenham instead.
Paul Gascoigne: "Maybe if I had stayed at Man U I might have been still there.
"I don't know, you just look at these players and the squad of young kids that play, young Rooney that's there, the Neville Brothers and Becks, the way he (Ferguson) just brought them on and there are so many.
"I got invited to the academy and it is a magnificent place and you can see the way he treats his players, he treats them with respect but he also makes men out of boys.
"It took me six years to get back talking to Sir Alex, I called him from Lazio and asked him would he re-sign us.
"He was with Eric Cantona and he said he would see what Eric Cantona was going to do but I think everyone knows if you do something to Sir Alex Ferguson the way I did you don't get a second chance."