The Leicester star was very much in the spotlight on Thursday as he seeked a move.
Mahrez, 25, was keen to force through a switch to a big club.
He was given permission by the Algerian Football Federation to leave their training camp and ‘formalise a transfer’.
Starsport understands Mahrez was hopeful of clinching a move to United.
But according to Leicester Mercury, there was never any prospect of a deal for Mahrez.
It is said Jose Mourinho’s side made no attempt to sign anyone on deadline day, as Zlatan’s Ibrahimovic’s return ended their summer business.
No Premier League clubs made a bid for Mahrez during the entire window, despite links to Chelsea, Arsenal and Tottenham.
United were keen to add a winger this summer, having chased Inter Milan’s Ivan Perisic.
However, Mahrez was not a target, although the Leicester Mercury add Gareth Bale and Antoine Griezmann remain on their radar.
United saw a pursuit of previous top target Griezmann ended when he opted to stay at Atletico Madrid and sign a new deal.
The France forward put his decision down to loyalty as Atletico were banned from signing players until January.
Manchester United, though, could revive their interest next year, while Real Madrid winger Bale is also admired.
Mourinho admitted his interest in the Wales superstar during pre-season.
And a future move may be made, with that decision likely to depend on how Bale’s season goes at the Bernabeu.
Mahrez, meanwhile, will carry on at Leicester with the view to leaving in January.
