'The obvious player (that we missed out on) that comes to mind is (Cristiano) Ronaldo, ' Wenger told Arsenal's website. United played against Sporting Lisbon and Ronaldo was outstanding and they signed him.
Despite Wenger's best attempts he said he was unable to prise Messi from Barcelona, just as he did with a youth-team mate of his, Cesc Fabregas.
Ronaldo went on to make nearly 300 appearances in his six years at Old Trafford, winning thre Premier League titles and one Champions League, before joining Real Madrid in a then-world record £86m deal in 2009, where he has gone on to win two more league titles and three more Champions League finals (with another final on the way later this month).
'He was here with his mother and we were very close. I think it was linked with Nike at the time and they wanted Pique to go to Man United.
'Once we were at 4.5 million pounds, we were still in negotiations.so we were very close.
"You could imagine at the time what it would have been like to have Thierry Henry and Ronaldo together", Wenger said. "That would certainly have changed a little bit the history of my stay here as well". But Man United went to £12million, which we could not afford at the time. That one wasn't as close, though.
Wenger added: 'The story of Cesc Fabregas is that Franny Cagigao and Steve Rowley brought the player here and we had to convince him. "I met Cesc's parents and at the time we were interested in Messi and [Gerard] Pique as well". We tried for the three but of course, it didn't work out.because of the agents. With Messi, Barcelona didn't want to lose him of course and they made [the offer] that was needed to keep the player at the club.
"I don't really know if Messi was interested..."
Meanwhile, NAIJ.com had earlier reported that the French coach was also very close to bringing Cristiano Ronaldo to the Emirates from Sporting Lisbon.
Mattias is ESPN FC's Arsenal correspondent.