Neville, who joined Sky Sports after a career that saw him win dozens of trophies, said making his debut as a TV pundit was 'the most nerve-wracking" experience of his life.
He said: "I was nervous as a footballer at times, but I was more nervous doing Monday Night Football.
"It was the most nerve-wracking experience I'd had in my life along with my driving test."
Speaking at the Edinburgh Television Festival, he shed some light on Sir Alex's man-management skills.
He said the Scot "demanded excellence and hard work" and said the "players bought into him massively".
Neville added: "We got to the point whereby you're almost 24 clones really in some ways."
Describing Sir Alex's pre-match team talks, he said: "Sometimes they would be nothing to do with football.
"It would be about a dockyard, it could be about growing up, could be about a gentleman he met that was 78 last week and is going into work as much as he's ever done.
"He was a psychologist really. He didn't believe in psychology but he was a psychologist.
"In every message he gave you he was trying to affect your mind and get you into a positive mindset."