After failing in their bid to prise Cesc Fabregas away from Barcelona this summer, United turned their attention to another Spanish playmaker in Herrera as they sought to bring in reinforcements.
Athletic rejected an offer from the Barclays Premier League champions last week, insisting they would not negotiate for their players and warning that if United wanted Herrera they would have to pay the release clause in his contract of around £30.75million.
David Moyes' United were still being linked with Herrera right up until the close of the transfer window, with reports emerging late last night that three people said to be representing the Red Devils had turned up at the Spanish league headquarters, seemingly to meet the clause in the 24-year-old's contract.
The trio left an hour later, apparently unable to complete the paperwork required to finalise the deal.
However, it then transpired that United, who dealt directly with Athletic, knew nothing of the trio's existence.
According to reports in Spain, the three men were Spanish lawyers, but it remains a mystery exactly what their involvement was last night.
While the pursuit of Herrera ended in bizarre circumstances, Moyes remains a fan and could revisit the deal in January - even though he believes the 36million euros clause in the player's contract is too high a price to pay.Herrera, meanwhile, returned to training with Athletic on Tuesday looking relaxed and not dwelling on what might have been, according to Gurpegui.
"He looks calm to me and only thinking about Athletic. He's well aware that he's staying and that he's happy, at least that's my feeling," Gurpegui told a press conference.
"The important thing is that Ander is staying here, that he's a part of the squad and that we have to take advantage of the player that he is.
"He's staying with us, which is the important thing despite all the rumours and hypothetical situations."
Gurpegui added: "It's true that up until last night there was a chance that he could leave, we all knew that Athletic won't negotiate. From now on, the only thing we must think about is correcting our mistakes and continue improving.
"There's no point dwelling on what happened yesterday or the day before. Ander is with us and hopefully he'll have a fantastic season."
Gurpegui was also asked about what Herrera might have revealed to his team-mates about the events of the last few days.
"His version is that he had an offer and little more. On Sunday until 5pm I was with him and yesterday we didn't talk all day. I don't know his version, he's staying," said the 33-year-old midfielder.
"I cannot put myself in his situation, because I've never experienced it. I don't know what he's been thinking."