The 29-year-old Barcelona hitman admitted his attempts to go on trial with Paris Saint Germain before making his way into professional football.
."I tried to present myself at a trial for youngsters organized by PSG, but as I didn’t have documents, they refused to open the door," Eto'o told Sportweek.
"As an undocumented resident, I couldn’t live and move freely.
"I bear no grudge against France. I hadn’t any documents. I don’t regret anything.
"If my life had turned upside down at this time, I might have become French and perhaps I would be playing in Raymond Domenech’s team!"
Eto'o is Cameroon's all-time leading goalscorer with 36 international goals so far. He is also the highest scorer in the history of the African Cup of Nations with 16 goals.
The French team have often boasted a number of high-profile African-born footballers in recent years, including Patrick Vieira, Claude Makelele, Thierry Henry and Lillian Thuram.