Sokskjaer left the Red Devils last November to take up his first job in management as manager of Molde, the Tippeligaen team he left for the Theatre of Dreams in 1996.
The Norwegian signed a four-year contract at his first club, having already experienced management with United's reserve team over the last three years.
And it is understood the United legend - who will forever be remembered for scoring the winning goal in the 1999 Champions League final against Bayern Munich - has a get-out clause in case a Premier League team come calling any time soon.
"I have always had great visions," Solskjaer told Setanta Sports. "My goal is to win the title with Molde and I have a dream to manage Manchester United some time in the future.
"Some say I'm stupid to think like that, but for me it is quite natural. Who knows what happens in two, five or 10 years?
"I could have taken a step up and been part of the team around the first team at United now. But I'm not interested in that, I want to be in charge.
"Should I return to United some time, it will be as boss. If things go wrong, I must take the blame. That's how I want to have it."
Solskjaer's move into management should come as no surprise to his former boss Sir Alex Ferguson, who has seen several of his former players move into management.
Numerous managers have been linked with replacing Ferguson when he eventually retires, including Real Madrid boss Jose Mourinho and former United players Mark Hughes and Steve Bruce.
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