"We have nearly 30 players who could have been elected. Me, it's different. If you have to elect one, it's me. The other ones are all great... Me, I am exceptional!"
Cantona earned his place as one of six Hall of Fame inductees for inspiring Man Utd to four Premier League titles in five seasons after manager Sir Alex Ferguson signed him in November 1992.
"I am very happy and very proud, but at the same time I am not surprised," Cantona said in an exclusive interview. "I would've been surprised not to be elected!"
Cantona scored 70 goals and provided 56 assists in 156 PL matches for Leeds United and Man Utd, earning him the nickname "The King" among Man Utd fans.
"I played football, I loved football, I dreamed about football as a kid," Cantona said. "Playing in England was a dream, it was a dream for everybody, playing for the Premier League.
"I have been lucky to play in this team, with wonderful players, a wonderful manager and wonderful fans.
"We won and we really enjoyed, and it was the football I dreamed about because Manchester United, it's a club where they want to win things but in a good way.
"It was like this in the time of Matt Busby, it's the identity and philosophy of this club."
Five more inductees will follow him this week after receiving the most combined votes cast by the public and the Premier League panel.
Part 1: Cantona inducted into the Premier League Hall of Fame
Part 3: Keane voted into the Premier League Hall of Fame
Part 4: Lampard enters the Premier League Hall of Fame
Part 5: Lampard: Brace at Bolton meant everything
Part 6: Bergkamp named Premier League Hall of Fame inductee
Part 7: Bergkamp: Leicester goal went perfectly to plan
Part 8: Gerrard chosen as Premier League Hall of Fame inductee
Part 9: Beckham voted into Premier League Hall of Fame
Part 10: Beckham: Ferguson was my inspiration