The Portugal legend was seeking a new challenge in 2005 following a successful five-year spell at Real Madrid, with the Reds among the clubs interested.
It was Internazionale who ultimately secured Figo's signature, however, leaving the forward's Anfield wish tantalisingly unfulfilled.
He told The Guardian: “I would have liked to go. We talked a lot.
“One week they say, 'No, wait, we can't do it just now' and then they sign a player. Then, 'Wait a few more days, we need to sort this first' and they sign another. I think: 'Are you messing with me, or what?'
“Inter appear, I go to Milan, meet [club president Massimo] Moratti and take the decision. I loved Inter, it was exactly what I needed."