Actually both sentences are possible, but they would have different meanings:
Nunca lo dije, aunque Juan me mandó a decirlo.
I never told him, even though Juan sent me to say it.
In this case the verb is conjugated in past, which means that Juan actually sent "you" to say it.
Nunca lo dije, aunque Juan me mandara a decirlo.
I never said it, even if Juan had sent me to say it.
In this case the second part of the sentence is a hypothetical scenario in which Juan could have sent you to say it, and in the hypothetical you would have still not say it. But Juan never actually sent you to say anything.