The former Real Madrid man joined the Rossoneri in the summer of 2014 on a free transfer and has since made 36 appearances for the club.
“Real Madrid? I remember when I first joined, I couldn’t believe that I was lucky enough to train with special players such as Figo, Zidane, Ronaldo, Roberto Carlos and many others,” said the 33-year-old to Calcio 2000.
The Spaniard was then asked about Real Madrid’s historic tenth Champions League trophy in 2014, a feat that no other team has replicated.
“The tenth Champions League victory? It was a crazy campaign. It was nerve-racking. There was a lot of pressure on us, but we made history.
“I chose Milan because it’s a very historical club. It’s a great team that, I’m sure, will soon return to its former glories,” he continued.
“I remember that it [the transfer] all happened very quickly. But I realised that Milan were an important club, so I was delighted to come here. Milan is a beautiful city, it’s among Europe’s most prestigious.”