Reports claim United were keen on Baines, but were put off by the reported £15million asking price.
Baines said: “People were asking me and yet I didn’t know anything. It was getting mentioned that often that I was getting puzzled by it and yet I’d heard nothing.
“As far as I knew, there was not a great deal in it.”
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The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.
Five English clubs will compete in the last sixteen of the Champions League for the first time ever as Liverpool, Manchester United, Manchester City, Chelsea and Tottenham face some difficult away matches.