The 35-year-old joined United from Lazio in 2001, but left the club and joined Chelsea in 2003.
“The decision to move wasn’t easy. If it was today I think I would approach it very differently,” Veron told The Guardian.
“I mean, obviously to a certain extent one makes decisions because one is fairly sure – but I think with hindsight perhaps I wouldn’t have moved because I was really comfortable at Manchester, and even the lads came to see me two or three times to talk me into staying.
“I guess Mr Ferguson also has a pretty big say in who stays and who goes, but I think if the whole thing happened today I might handle it differently.”