Ruud van Nistelrooy admitted his relationship with Manchester United began to sour when he was left out of the starting line-up for the Carling Cup final.
'When we played the final in the `copa', that's when I started to feel unhappy.'
Asked whether Real were his number one choice of destination, the 30-year-old added: 'Madrid is always a first choice, it's just no question.'
When it was put to Van Nistelrooy that the reason for leaving United was the fact that manager Sir Alex Ferguson was supporting other players and not giving him the support he deserved, he replied: 'You summed up my feelings quite well.'
Van Nistelrooy believes he has a great chance of claiming European silverware with Real, but insists the nine-times European Cup winners have no divine right to win it.
'You have to deserve it. Real Madrid has great qualities but you have to prove it on the pitch, not by talking.'
Van Nistelrooy insisted he had been made to feel 'very welcome' since arriving in the Spanish capital.
'I landed in Madrid very early today and from that moment on I got a very warm welcome. The representatives of the club were fantastic and I was delighted to see the fans in the stadium. The reception they gave me was incredible and I'm thankful to them.'
Van Nistelrooy also backed the club's pursuit of Brazilian playmaker Kaka, who has been linked with a move away from AC Milan following their points deduction for match-fixing.
'Everyone knows his qualities,' Van Nistelrooy said in a press conference televised live by Sky Sports News.
'Every team in the world would welcome him with open arms.'