The incident occurred three years ago when the talented duo were in their homeland and on the books of Fluminense, but had already travelled to train with the Red Devils.
While there is absolutely no suggestion the mystery scout was connected to Arsenal or acting under their instruction, the duo found the incident upsetting.
Rafael told The Sun: "We were not happy with the way he approached us. The scout said he was from Arsenal and invited us to come and train.
"At that time we had already been to see Manchester United and train once with our club's permission.
"But this man wanted to take us to England and say nothing to Fluminense. We disagreed with that principle. Fluminense was where we started and they looked after us."
Fabio revealed how their mother advised them to ignore the scout and stay loyal to Fluminense before the Brazilian club reached an agreement with United for their services.
He added: "It was upsetting. We could have signed there and then and taken all the money and Fluminense would have got nothing.
"But our mother said 'No, Fluminense have been good for you. I want you to do everything right'."