Depay signed a deal with the English giants early last month when there were still two matches left in the Dutch season for champions PSV, and was asked to skip them to avoid the possibility of any injury.
The 21-year-old Netherlands international, who finished the season as top scorer, scored in the 2-0 win over Heracles on May 10, before playing 83 minutes in his last game, a 3-2 win at Den Haag.
“I really wanted to play and for our coach (Phillip Cocu) it was not a big issue,” he told the Dutch newspaper De Telegraaf on Wednesday.
“But PSV and Manchester United were not pleased. They both suggested that I sit out because of fear over injuries.
“I wanted to become top scorer and break the total points record with PSV. So I absolutely wanted to play.”
Depay has been training with the Netherlands squad for Friday’s international friendly against USA in Amsterdam.