Neville was a key figure in the notoriously bitter rivalry between the two clubs in the 1990s and 2000s, when Sir Alex Ferguson and Arsene Wenger's sides regularly battled for Premier League supremacy.
The former right-back spent his entire 19-year career at Man United, but he revealed that he would have had no qualms joining the Gunners had he ever been deemed surplus to requirements under Ferguson.
"I made that decision that I only wanted Manchester United next to my name. However, if he'd (Ferguson) come to me at 28 and said, 'Gary, your time's up', of course I would've played for another Premier League club," Neville told Sky Sports News.
"Arsenal would be number one. You used to go to Highbury, you could just feel the tradition of the place, and I just felt they always did things the right way.
"The clubs in Europe I always admired were Juventus and Bayern Munich because we played them a lot in the late 90s, early 2000s and I just respected them as football clubs in terms of the teams that they had.
"Bayern Munich always felt meticulous in their preparation, so for me, Bayern Munich would be the club I would choose internationally."
Neville made 602 appearances for United in total, winning eight Premier League titles, three FA Cups and two Champions Leagues. body check tags ::