The Netherlands international joined United from PSV in 2015, but failed to live up to the high expectations and has largely played a bit-part role over the past 18 months.
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He was consequently allowed to leave the club for a fee that could rise to €25million, and Depay is keen to get his career back on track at the Ligue 1 giants.
“I am not looking for revenge on Manchester United or anything,” the 22-year-old said at a news conference. “I just want to show what I am capable of again, just like I have done in the past.
“I played with some great players at United, like Wayne Rooney, Zlatan Ibrahimovic and Paul Pogba. I learned a lot from them and took all of that on board. I learned that it was necessary to adapt to a new team, a new style of play and a new league. I now have to prove myself again.
“The project at OL was more complete than what other clubs could offer. I felt that coming here was the right move. I follow all the leagues and I know OL are a big club that has won a lot of titles.
“I know that Sunday’s game against Marseille is crucial. I hope to feature in some way, even if I need a bit of match rhythm. I want to score goals, enjoy myself and play in this magnificent stadium.”
