"When I was told I'd be working on this match, it felt like it was Christmas Day," the 40-year-old told the BBC. "But I don't want to be at this game now, I want to be in Manchester."
Several of United's younger players grew up in the northern English city, where a British-born suicide bomber killed 22 people at a packed Ariana Grande pop concert on Monday evening. Many children were among the dead and injured.
"Players like Marcus Rashford and Jesse Lingard - they've been brought up in this city. Paul Pogba was brought up in the city from the age of 14. They will find if difficult," Neville said. "From what would be the biggest games of their careers..., it doesn't feel important (now)."
News that makes sense
Your trusted source for staying up-to-date with the world around you. Get free daily news updates and analysis, straight to your inbox.
The match will go ahead as planned with a minute's silence before kickoff in Stockholm.
"Football, for 90 minutes, can bring a smile back to the faces of the people of Manchester," Neville said.
Another former player, Rio Ferdinand, said all of Manchester would join together to support United.
"Playing after such an unforgiving and devastating act, I don't think it matters whether you're a red or you're a blue, you want these guys to go out and represent Manchester and show the togetherness this city has got," he told BBC Five Live.
"It will dawn on the players after that this is such a huge game not only for Manchester United Football Club but also for a players to show they can bring a community, a city, a country together by playing and showing that whatever goes on, they will go out there and perform to the best of their ability."
Manchester City midfielder Yaya Toure and his agent, Dimitri Seluk, have agreed to donate 100,000 pounds to the families of the victims of Monday's attack.
"We have agreed to donate £50,000 each to help the victims of this terrible crime," Seluk told Sky Sports. "It doesn't matter whether the victims are from Manchester or not."
(Reporting by Martyn Herman; editing by Mark Heinrich)
