De Rossi was strongly linked with United but is glad he did not make the switch to Old Trafford, pointing to the two clubs' differing fortunes in their respective leagues at the moment.
While United are currently 11 points behind leaders Arsenal in seventh place in the Premier League, Roma are five points behind Juventus in second in Serie A.
"Thank goodness that I didn't move to Manchester, otherwise I would have committed suicide by now," Il Corriere dello Sport quotes De Rossi as saying.
"If I had left, then I would not have been able to watch a single match of Roma because of too much pain.
"Last season I did not feel comfortable. I did not recognise myself in the relationship with my team-mates and with the fans.
"But this season everything is different."