United were ready to smash their £30.75m transfer record in the summer to sign Lucas from Sao Paulo but he rejected their overtures.
Big-spending PSG stepped in and sealed a deal for the forward in the summer in a transfer worth around £38m.
Lucas will move to France in January when the Brazilian season is over - but the 20-year-old is unsure whether his decision will turn out to be the right one.
"Thiago Silva has told me a lot about the club and its facilities, and it will be nice to have him as my team-mate," Lucas said.
"However, I have to admit that I do have a bit of fear about how things will pan out. I don't know how well it will go.
"I am not thinking about money, but I am more concerned with whether my next destination will be the right one. PSG's ambition and the presence of the other Brazilians convinced me."