Gary Megson tracked Antonio for months before eventually persuading the Owls board to sign him on loan from Reading in February 2012.
The 26-year-old made his debut in Wednesday's Steel City Derby victory over United the following Sunday, but despite the result it proved to be Megson's final game in charge.
Antonio was unaffected by the 57-year-old's departure, though, going on to score five goals in 14 appearances as the Owls returned to the Championship.
He signed a permanent deal that summer and spent two more seasons at Hillsborough before Nottingham Forest came calling. But after 19 goals in little over a year as a Red, Antonio was lured to the Premier League by West Ham at the start of the campaign.
The Londoner struggled to break into Slaven Bilic's plans initially, but ended his debut top-flight season with an impressive eight goals from 26 appearances.
And Megson suggested that Antonio's non-league grounding has helped him go further than he might have done otherwise.
"I signed Geoff Horsfield (for West Bromwich Albion) as well. He didn’t take being a footballer for granted, he gave it everything he’s got and he was a good player. Michail Antonio is exactly the same," the former midfielder told Sheffield Live TV.
"If you’re quick, you’ll be quick in the second division, you’ll be quick in the Premier League. If you’re strong, same applies. And he’s getting better and better.
"There aren’t many Premier League players you can say: 'I know you’re an outside right but go and play right-back for us and give it everything you’ve got'.
"He’s good in the air, he’s got a long throw. He’s got a lot of things going for him but the biggest thing is he’s got absolutely no edge and gives it everything he’s got."
Megson added: "The only thing against him: when you turn up to sign for a new club I would imagine you’re smart, you put a shirt on or something. Antonio? I’d never seen one before on anybody who was over four years old - a black and white onesie!
"But I still signed him."