The young winger admitted he was a bit surprised Herrera left Bilbao but wished his friend the best of luck.
Herrera was one of United's first signings this summer, with the 24-year-old central midfielder completing a deal worth around £30 million after being courted by them the previous summer when David Moyes was manager, but new boss Louis van Gaal will be given the job of integrating Herrera effectively into the United side.
Muniain was also reportedly subject to interest from the Old Trafford club but has recently signed a new contract at the club.
He added that he never even thought about leaving Bilbao despite being linked with other clubs, including United's fierce Premier League rivals Liverpool.
He's quoted by Inside Spanish Football, saying: “Honestly, I was surprised about Ander [Herrera] leaving. But I wish him all the best, because he is a great player and a good friend. But now we are focusing on the players who are here.
“Not for one second did I ever think about leaving this club. I’ve always felt very strongly about my future at Athletic. Players like Llorente and Javi Martinez left and I had good relationships with them. But everyone has to make the decision that is right for them. I’ve now made my decision and I’m very happy and proud with the decision I’ve made.
“I’ve been here around 10 years now, this is my home and these are my people. I owe everything to this club and I will defend it until death, just like everyone else in our locker room. One big factor in all of this has been the fans. I can’t thank them enough for the love they show me. I feel so valued, and that keeps me from thinking about other options.”