That's according to the former Red Devils midfielder, who lifted the lid on the Italian's previous links to Old Trafford on the latest episode from The Overlap On Tour Unseen.
In the video, Premier League legends Gary Neville, Jamie Carragher, Roy Keane, and Ian Wright were all in the car when the subject of Paolo Di Canio was brought up by Carragher.
"He nearly came to Man United, Di Canio, didn't he?" he asks.
Roy Keane then nodded and said: "You know he would have probably been decent at United."
"They tried to sign him in the January I think," Carragher said.
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Ian Wright agreed an Old Trafford move would have been perfect for the ex-West Ham star.
"Such a skilful player," he said.
It's not every day you'll hear Keane admitting he would have backed a former rival to join Man United.
Since retiring in 2008, Di Canio has revealed he got a call from Sir Alex Ferguson asking him to join Man United on Christmas Day in 2001.
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"I thought it was a joke, I thought it was my friend from Italy," Di Canio previously told the Sky Sports News' Transfer Talk podcast.
"My stomach went a bit because it makes you think you have underestimated yourself, that you are bigger than what you thought.
"Man United call you, try to persuade you to move because they want you. For a couple of minutes, you feel big and strong."
"It was strange for me to say no to Sir Alex. I said 'thanks, 1000 times thanks, but I can't. West Ham are the family that warmed to me in the worst moment in my life, I'm the skipper, I can't'.
Sir Alex was probably left feeling quite un-Christmassy after Di Canio turned him down - but he apparently took it well.
Di Canio said: "He told me, 'Paolo, respect for this, I love people that think in this way. You are the man that I thought you were.'"
At the time, United were the reigning champions and were the most successful side in the Premier League, winning seven out of nine titles since the league's re-brand in 1992.
But Di Canio to this day insists he has no regrets about his decision, saying he owed everything to West Ham.
He said: "In the end, I remained at West Ham and I don't have regrets about it, even if United became the best, won the Champions League, winning the leagues.
"I would never change winning those leagues for the four and a half years I wore the West Ham shirt."
The Italian signed for West Ham in January 1999 for £1.5 million.
West Ham manager at the time, Harry Redknapp, said Di Canio 'can do things with the ball that people can only dream of'.
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Di Canio stayed at West Ham for another 18 months, after Fergie tried to sign him, before moving to Charlton Athletic in 2003.
After subsequent spells with Lazio and Cisco Roma, he retired from football in 2008, ending his 23-year career.
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