Depay, like many of his Red Devils team-mates, has struggled to find consistent form since this season.
I expect a lot from myself, that is important
The Netherlands winger has only scored twice in 20 Premier League games for Louis van Gaal’s side so far this term and has failed to live up to his price tag.
However, the 22-year-old has promised Manchester United fans that he is working hard to prove himself and step his game up at Old Trafford.
Asked if he feels he has lived up to his transfer fee, Depay told Sky Sports: “No, not yet.
“I know that and I will continue to fight for it. I expect a lot from myself, that is important, and the club and I are busy trying to improve it.
“I don’t want to put a date on it [when I will be up to speed] but it will come, confidence will help, as will my experiences and learning from my mistakes.
“Belief in myself is also important. Those moments will come, I am focused on that.
“I have really had to change my game because in the Eredivisie I could do what I wanted as I had time on the ball, I played on feelings. Here [Premier League] there is direct pressure so it’s hard.
“This has affected my game a little bit – everyone can see I’m not scoring every game like I used to but I can feel it getting better and, as I get to know the league more, I feel better and my confidence is growing again.”
Depay and his Manchester United team-mates are currently preparing for their Europa League last-32 second leg clash with Midtjylland at Old Trafford on Thursday night.
United then turn their attentions back to the Premier League and their crunch clash with Arsenal on Sunday.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news