Upon his arrival at Sochaux, Ménez entered the club's youth academy and began attending the sports department's elite high school, Vignes de Seloncourt, with ambitions of becoming an accountant. While in the club's academy, Ménez was adept both on and off the field earning good grades in school. On 24 March 2004, at the age of 16, he signed his first professional contract with Sochaux, agreeing to a three-year deal until June 2007. Upon signing the contract, he became the youngest professional football player in the history of Ligue 1. Ménez was subsequently promoted to the club's senior team and assigned the number 26 shirt by manager Guy Lacombe. Prior to signing his contract, Ménez drew strong interest from English clubs Arsenal and Manchester United. The latter club's manager at the time, Sir Alex Ferguson, was later accused by Sochaux's former president Jean-Claude Plessis of tapping up Ménez; he accused Ferguson of meeting with the player's parents in Paris and offering them financial favours. Manchester United denied the accusations. Ménez travelled to Manchester and visited the team's facilities and Old Trafford, the club's stadium, before deciding to remain in France.