Wijnaldum, who like Depay played under Koeman with the Netherlands national side, is due to be out of contract at Anfield at the end of the season and remains a target for Barca.
"In a general sense, I think our selection could use some depth, especially without the ball," Koeman told AD.
"Gini has a great sense of space, he can get to the goal fantastically well from midfield and could really add something to the team.
"But the financial situation was known to the club, and his position ultimately had less priority than, for example, the right-back or the striker position."
A deal for Depay appeared to be far closer for Barca in the closing stages of the window but they were ultimately unable to raise the funds required to sign the 26-year-old.
Koeman understands why a transfer failed to materialize before the October 5 deadline and is happy to bide his time to bring his compatriot to the club.
"It's up to the club. For me it is therefore just a matter of waiting," he said.
"We wanted Memphis because he is a great player and because he has qualities that we lacked in my opinion: especially depth in the attacking game.
"Most attackers at Barcelona want the ball at their feet. Memphis can be used as a starting point. He is strong, dynamic and can play through the middle as well as from the left.
"Of course I spoke to him about my ideas beforehand. In principle everything was ready, but due to the rules of LaLiga we knew that we had to sell a player first.
"In the end it did not happen. Too bad, but Memphis also knew what the situation was."
Asked if Barca will revive their interest when the transfer window reopens, Koeman said: "That is certainly a possibility, yes.
"I will try, because I like to have him there. But I cannot estimate now what the financial situation of the club is like in January. We will have to wait."