Meunier spent four years in the French capital before joining Bundesliga runners-up Dortmund on a free transfer on June 25, with his PSG contract set to expire a few days later.
It had been thought Meunier would agree a short-term extension to stay at PSG for the remainder of their Champions League campaign, but a deal could not be agreed.
"I would have liked to have played," Meunier told Belgian broadcaster RTBF. "I was with my agent in Dortmund and I was almost on my knees begging for permission to let me end the season in the Champions League with PSG."
Meunier instead will take part in a Dortmund training camp in Switzerland, but not after firing one final shot at his former employer.
"[The experience was] nothing but birthday parties – incredible," Meunier added. "When I was at Bruges, we'd celebrate birthdays by playing darts or pool in a bar, but here it's just outrageous. But that just reflects the club: hire a palace, hire a building, parties with hundreds of people. That's when you see that they're more than footballers; they're stars.
I always had a good time but it was all a bit extravagant and 'did you see me?' But that's part of it, part of the game.