The Brazilian was one of the hottest properties in the summer of 2003, when he had won the World Cup a year prior.
However, United ended up losing out to Barcelona, but did sign Cristiano Ronaldo from Sporting Lisbon a couple of months later.
Speaking on Rio Ferdinand Presents, Kenyon said on Ronaldinho: “We did chase him hard. We did look at him hard.”
“Absolutely wrong,” Kenyon replied on the transfer fee being the issue.
“This was the same as any other transfer.
“Alex (Ferguson) would be involved in it. Critical decisions, why he'd want him, where he wants him, where he would play etc. So, Alex was involved all the way through.
“Normally, in these cases you're dealing with the player and his agent. Here, we're dealing with the player, several agents and about 20 other people in the room. He's a great player, but suddenly we're into a whole different thing.
“Injecting that sort of culture around training, not normally on time, which is different. The Brazilian health culture, different. Fantastic player, but there's all sorts of other things that started to get introduced into all this, and he was clearly coming with a load of people.
“You know what United was like at that time. It was an institution, no one got treated differently than the rest.”