The Spanish goalkeeper was linked with a move to the La Liga giants up until the summer transfer deadline only for the deal to fall through due to an issue with paperwork.
De Gea signed a four-year contract extension mid-September after coming to terms with his situation and current manager Louis van Gaal, who initially benched him following the transfer saga.
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The contract extension includes a release clause, though, to avoid any further issues should De Gea decide to leave Old Trafford in the future.
And Madrid seem ready to return for the Spain international despite current goalkeeper Keylor Navas performing well for Los Blancos, who lost their first match of the season two weeks ago.
Nevertheless, De Gea said he is happy playing for the Red Devils and insisted his relationship with Van Gaal is solid.
When asked about the aftermath of the failed transfer, De Gea put any negative speculation to rest.
He said: “From the first day I came back, after all that happened, [Van Gaal] gave me a lot of confidence, told me I would play, to relax and keep doing what I had done before."
De Gea used to play for Atletico Madrid before moving to Old Trafford, and it is thought he wished to return to his city of birth - which is where his girlfriend Edurne Garcia also lives - to play for Real.
So far, the Spanish 'keeper has performed very well for United having notched seven clean sheets in 13 matches, with Van Gaal's men currently leading their Champions League group and placed fourth in the Premier League, just two points shy of leaders Manchester City and Arsenal.
But De Gea insists he is not interested in returning to Spanish capital.
“I’m really happy at one of the biggest clubs in the world, where I feel loved by the fans," he continued.
“Nobody let me down or disappointed me.”
Madrid will likely be monitoring De Gea throughout the season and during Spain's various international friendlies in the build-up to Euro 2016, but for the moment, it seems De Gea is perfectly content with life in Manchester.
We'll see what Florentino Perez has to say about that.
Manchester United fans: do you think United have any chance of retaining De Gea's services? Or will Real Madrid's lure prove too strong to resist? Let us know your thoughts!