An old saying, perhaps, but one that resonated strongly with Paul Scholes after he swapped his playing boots for a coaching role at Carrington last summer.
The veteran midfielder announced his retirement in May 2011, convinced he had made the right decision, after a glittering 17-season spell at Old Trafford. But when Sir Alex's men returned for pre-season training and embarked on the quest to win yet another Premier League title, lingering doubts emerged and eventually grew so strong Scholes approached Sir Alex Ferguson and asked to return.
"I missed it more than I thought," the 37-year-old told MUTV. "At the end of last season, I thought it was the right time to finish.
"But after coming in to Carrington for the last three or four months and still seeing people and still doing a bit of training with the Reserves, I was missing it more than I thought I would.
"Ask any player who has finished, they will all miss it for a period of time. I missed it and decided to give it another go."
Asked whether his retirement was just a canny ploy to avoid another year of pre-season training, Scholes joked: "Part of it was! I didn't fancy going to America for three weeks, I know that. No, no... that wasn't the case."
Scholes admits he was nervous when the time came to approach Sir Alex about a comeback, unsure of how the idea would sit with the boss.
"I went to see the manager and said that I wanted to come back playing," Scholes revealed. "I didn't know what he would say. I didn't know what his reaction would be. Thankfully, it was a positive one.