Having denied a recent approach to manage the Australian national team at the forthcoming World Cup - "once I finished with United, that was me finished with management" - he discussed the two approaches The FA made to offer him the England job in the past.
"It was my great opportunity in life to relegate them," he joked, adding: "It didn't take me long to turn them down - about 10 seconds. Never in a million years could I manage England. Can you imagine me going back to Scotland?"
Sir Alex's relationship with high-profile players David Beckham, Roy Keane and Wayne Rooney featured high on the agenda, as did his views on issues concerning football today, including the World Cup in Qatar, racism in the game and German football's rise. He also spoke about the challenges United have faced in recent years - "Manchester United have always accepted challenges - challenge is not a problem for Manchester United", and was asked whether he considered a clean break from the club after retiring.
"When you are part of our club, it's very difficult to leave it. The club offered me the opportunity to be a director and ambassador, which I thought was perfect. You have to remain active when you retire, and I've taken on quite a few challenges over the last few months. But how can you make a clean break from a club like Manchester United? I don't think it was ever in my thoughts."
Finally, he offered words of support for the current boss. "When I joined United I got great encouragement from Matt Busby and I hope to help David Moyes in the same way. He's got a great support system. They've had a really difficult start to the season but do you know something? Manchester United are the only club in that league that can win the league from coming from behind, believe me. Once they get the ball rolling they'll be fine."