The France international signed for the Toffees from Barcelona earlier this week for a fee worth £18m rising to £20m on a five-year-deal.
Digne has the words "I Never Walk Alone" inked across his upper chest, which has led to Liverpool fans joking that the 25-year-old is secretly a Red rather than a Blue.
The former Lille and Paris Saint-Germain defender, who has also spent time on loan at Roma, has now explained the meaning of his tattoo and added that he rejected the Anfield side twice during his career.
"There is nothing about football, it is just about my parents," Digne told the Liverpool Echo. "When I go for my first day at school when I was three or four years old they gave me a necklace with these words on.
"After when I was 18 years old in Lille I got a tattoo and maybe the Liverpool fans are angry because I said, two times, 'no' to sign for Liverpool. The first after Lille when I went to Paris and the second time was after Rome. I said two times 'no' because I am a Blue."
Digne has been capped 21 times by France but did not feature at the 2018 World Cup, which was won by Les Bleus.