De Gea was stopped by security at Tesco Express in Altrincham, Greater Manchester, after CCTV caught him eating a £1.19 doughnut and then walking towards the exit without paying. It even made the front page of The Sun.
But De Gea, who reportedly earns around £70,000 a week, has revealed it was nothing more sinister than he'd left his money in the car and was going back out to get it.
He said: "Nothing really happened. Me, my cousin and a friend from Spain went to the shop, we were hungry and took the doughnuts.
"We were going to buy more things. I realised I didn't have my wallet so I went out to the car to get it. Nothing more.
"They thought that I was leaving without paying so I tried to explain to them but my English is still not very good and we were there for a while.
"In the end a Spanish girl arrived and we understood each other and in the end they ended up apologising to us.
"They made a big thing out of nothing but I took the whole thing as something funny."
And the £18 million signing from Atletico Madrid has revealed that doughnut-gate has made him the butt of many a joke on the United training ground.
"A few of my team-mates gave me a few doughnuts as a joke," he added. "But I took it in good humour and thought the whole thing was funny."
De Gea, who has had mixed reviews following his arrival from Spain, denied he was dropped by manager Sir Alex Ferguson for Saturday's defeat of Norwich City following the incident.
"Absolutely not true," he said. "Yes, people were joking about it in the club but it was his decision to rest me."