3.- Patrick Vieira
By the time Real Madrid approached Arsenal to sign Patrick Vieira, the French midfielder was arguably the best in his position.
Los Blancos approached the Gunners in 2004, they offered a lucrative contract to the player but he rejected it.
Only a year later, Vieira was sold to Juventus and he continued his career in Italian football.
When questioned about that decision today, Patrick regrets saying no to Real Madrid at the time.