The Dutchman, who wants to reunite with the former national team coach, Ronald Koeman hopes the La Liga club retains their interest in him ahead of the January winter transfer.
Speaking on the failed move, Depay said “certain rules” stopped him from moving to Barcelona.
The Catalan club had allowed striker Luis Suarez to leave for Atletico Madrid without replacement.
It was gathered that the Netherlands international had agreed on terms with the club but a deal could not be reached for the transfer deadline on Monday. It was reported that La Liga stopped the move to avoid Barcelona going higher than their normal wage bill.
In an interview with NOS after Netherlands’ 1-0 friendly loss to Mexico on Wednesday, Depay said it was pretty close.
“We don’t need to go into all the details, but there were certain rules that prevented it, unfortunately.
“But I believe everything happens for a reason. I now focus on Lyon and want to be important there again.
“We’ll see how things are going again afterward. If I do my thing, the interest may still be there. I just have to switch that switch now.”
Memphis Depay rediscovered his form at Lyon
After failing to impress at the Old Trafford, Manchester United sold Depay to Lyon in January 2017.
Since the weekend of the Dutchman’s debut, he has been involved in 79 goals (47 scored, 32 assisted) in 107 Ligue 1 games. Only Edinson Cavani (83), who has now joined Manchester United and Kylian Mbappe (89) contributed more.
In addition, Depay has created 259 chances for team-mates in league matches with Lyon, with Dimitri Payet (338) the only player to have supplied more key passes.
Although they lost the friendly game against Mexico, Depay is now focused on the UEFA Nations League clashes against Bosnia and Herzegovina on Sunday before playing Italy the next three days.