The Mexico international was linked to a loan move to Wigan Athletic during the January transfer window, but ultimately remained with the holders of the CONCACAF Champions League trophy.
The striker told Sky Sports News: "I knew about the interest and I knew that Wigan were going to make an offer to Monterrey. But sometimes you have to think twice. I value very much what I currently have.
"I am at a great club, with great supporters, I feel at home and I value that very much.
"I have always said that if something arrives that would help me to improve as a footballer, I would consider it. I always have the dream to improve."
De Nigris has six goals in 22 appearances for the Liga MX side this season.