Balotelli quit Manchester City in January.
"Yes, I was unfairly treated in England, but I'm not here to talk about it. I don't care. I'm out from England, I'm happy that I'm out from England. That's it," he told CNN International.
"I'm really happy now. I have my family near me and my friends. I can relax and find my privacy, more than in England, where I was alone.
"The stuff that they said in the newspapers that I did in England in the past, few of those are real. The others are really just the imagination of the journalists.
"But when you create an icon of a person in that kind of way, after everyone thinks you are like this and if you lie about it, everyone just thinks that it is all true. So maybe that's why they think I'm crazy and do crazy things? Sometimes I dream to be alone and that nobody would talk to me."