Pique says former Gunners boss Arsene Wenger also tried to land Lionel Messi.
He told BBC Five Live, "The first one was Cesc (Fabregas) the summer before I left to go to Manchester United.
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"Then Arsene (Wenger) came to sign me. At that time Arsenal didn't want to get into a big fight with Barcelona because they already took Cesc.
"So they were trying to arrive to a deal with Barcelona and it took more time than we wanted to so Manchester United arrived and said, 'Listen, we want you, lets make a decision right now,' and I decided to go there."
Pique then continued: "And it's true that later on I think Arsene also tried to sign Messi - but he didn't have a chance.
"So then the good part of that is all of us went back to Barcelona, we played together again for the first team of Barcelona."