He said that tongue in cheek in an interview with the Evening Standard
http://www.standard.co.uk/sport/football/evertons-james-mccarthy-reveals-he-almost-joined-tottenham-and-is-pleased-with-manchester-united-interest-9634474.html
"When I ask, McCarthy about the speculation he says: “If a club like Manchester United are interested, obviously you are doing a good job.” Then with a laugh he adds: “We will see what happens.”"
Really is a non story