The 22-year-old winger joined the Red Devils from PSV Eindhoven for £25m, but he has so far struggled to justify that price tag.
Many of his performances have been met with a host of criticism, while the winger's attitude off the pitch is also believed to have raised eyebrows within the club.
However, Depay has stressed that providing he is presented with the chance to learn and develop, he will come good in a United shirt.
"I haven't yet lived up to everything people expected of me," he told reporters at an event for sportswear firm Under Armour this evening.
"I will fight to show what I can do. I have a lot of expectations of myself, and it will come. Confidence and experience will help.
"You have to learn from your mistakes and keep working hard to improve."
Depay has made 35 appearances in all competitions for the Red Devils this term.