United were heavily linked with a deadline day swoop for Herrera, with three lawyers purporting to be brokers of the club showing up at the Spanish League's offices - apparently to activate the £31million release clause in the player's contract.
The Red Devils later claimed to have no knowledge of the trio.
Herrera has now spoken out on the matter via a press conference, reported on Bilbao's Twitter feed.
"I think United probably need to answer a few questions," he said.
"The only option, as the president said, was to pay my clause. I was never told United would pay the clause. At no time have either I or my agent reached an agreement with United.
"I've been silent because the important thing was (Sunday's) game at Real Madrid. Today I'm here, with no problem, with the truth.
"I will continue to demonstrate my commitment to the club as I have since the first day I arrived. I speak for me. I do not speak of other cases. The club can confirm that my behaviour has been fantastic.
"I'm very flattered to see that one of the biggest clubs in the world, such as United, bid for me (but) I did not talk at any time with United. I've been very quiet."
