The Algerian ace, who has played a key role in an incredible season for Leicester, said that he travelled to Scotland with a team-mate for a trial with the Buddies in 2007 - just six years after St Mirren failed to bring Brazilian star Ronaldinho to Scottish football on a short-term deal before he joined French giants PSG.
Still a youth player with French side AAS Sarcelles, Mahrez and another player were invited over for a trial with St Mirren’s reserve side.
In an interview with French newspaper L’Equipe, the 25-year-old recounted how at one point during the trial, he even faked an injury to escape the cold.
Mahrez said: “An agent told me he had a trial for me in the Scottish First Division with St Mirren reserves. He paid for my ticket and I went with another guy from Sarcelles, Dany Bekale.
“It went well. I played in four friendly matches and scored seven goals. And then they made me wait. Two and a half months.
“I’d had enough. It drove me crazy, Scotland. It was cold. It was snowing and everything - I was so cold that one day I faked an injury to go to the dressing room.”
Mahrez, who took issue with having to train in the snow, added: “It was physical and it was cold. We trained in the snow... I felt that I progressed but I wasn’t allowed to leave, so I left in secret.
“A few days later, my agent said, ‘Riyad, I’ve sent you a ticket, take the bus, get off at Glasgow Station and get on the train to the airport, then take the flight to Paris’.”
“I did not speak English at all,” Mahrez revealed. “I left my boots at the training ground. I borrowed a bike from a guy at the hotel, I packed my bags and I left without telling anyone.
“Not even the receptionist at the hotel. I left via a staircase which avoided the reception.”
The France-born winger eventually joined Quimper in 2009, before switching to Le Havre in 2010, where he stayed until then Leicester boss Nigel Pearson offered £400,000 for his services in 2014.
Mahrez, who has scored 18 goals in 36 appearances for Leicester this season, as well as chipping in with 11 assists, could help the Foxes make history when they travel to Salford to take on Manchester United on Sunday.