Manchester United had a bid rejected by Lazio for Lucas Biglia earlier in the summer.
The Red Devils are unlikely to sign any more midfielders in the current transfer window after securing deals for Bastian Schweinsteiger and Morgan Schneiderlin this month.
However, Louis van Gaal was said to be interested in the services of Lazio midfielder Biglia and it has been claimed that he even lodged a bid for him earlier in the summer.
According to Italian daily Corriere dello Sport, Manchester United made a bid of around €25m for the Argentine midfielder, but it was knocked back by Lazio.
The Roman side were holding out for an offer of around €40m for the player, but Manchester United never came back with an improved offer for the 29-year-old.
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The Red Devils diverted their attention towards securing Schweinsteiger from Bayern Munich, which turned out to be a cheaper deal for the English giants.
Real Madrid have also been linked with a move for Biglia, but they are yet to make any concrete offer for him to date.
The midfielder has a contract until 2018 with Lazio.
