The Chile international clinched a season-long loan move to Inter (opens in new tab) this summer after falling out of favour with Ole Gunnar Solskjaer.
However, he failed to replicate the form he showed at the Emirates as he scored just five goals in 45 games for the Red Devils.
"I'm very happy I went to Manchester United," he told BBC Sport. (opens in new tab)
"I've always said that. It's the club that's won the most in England.
"When I went to Arsenal it was fantastic - I was happy there - but United were growing at the time, they were buying players to win something.
"I wanted to join them and win everything. I don't regret going there."
The 30-year-old believes his lack of consistent opportunities played a part in his failure to hit top form at Old Trafford.
"I think that I'm happy when I play for my national team,” he said.
"I was happy at Manchester United too, but I've always said to my friends: I want to play.
"If they would let me play I'll do my best. Sometimes I'd play 60 minutes then I wouldn't play the next game - and I didn't know why."
ANDY MITTEN: How close are Solskjaer’s youthful Manchester United to getting it all right? (opens in new tab)
WHAT IF... 10 managerial appointments that would have changed the course of Premier League history (opens in new tab)
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Alasdair Mackenzie is a freelance journalist based in Rome, and a FourFourTwo contributor since 2015. When not pulling on the FFT shirt, he can be found at Reuters, The Times and the i. An Italophile since growing up on a diet of Football Italia on Channel 4, he now counts himself among thousands of fans sharing a passion for Ross County and Lazio.