Depay joined United from PSV Eindhoven in the summer of 2015, having scored 28 times in all competitions for the Dutch club during the 2014-15 campaign.
The Dutchman struggled during his time at Old Trafford, however, managing just seven goals in 53 appearances before moving on to join Lyon in January 2017.
Depay will return to Manchester on Wednesday night when his Lyon side face Manchester City in the Champions League, and the 24-year-old has said that he is determined to secure a positive result against the Citizens.
"Everybody knows the story of me and Manchester United was not successful and I'm just happy that I'm the player I am today," Depay told reporters.
"I can look back and say I didn't want it to go like that - nobody wanted that - things happened and I became a much better player. I can feel it in the games, I mean everybody can see it I think as well.
"After one season, I couldn't find myself in the team. I was still young, didn't get a lot of opportunities, but I must say that the first season I didn't put the quality on the table that I thought. I believe for sure that the city is still Red and tomorrow I'll be trying to get a good result against the Blues."
Depay scored 22 times in 51 appearances for Lyon during the 2017-18 campaign.