Cahill signed for New York Red Bulls last week.
"The greatest years of my life. To have 15 years in England paying in the most powerful league in the world was really special. The rapport I had with the fans and the loyalty towards them and what it meant to be Blue and be an Evertonian was really special, and also with the Millwall fans. I did really find it hard to even acknowledge offers from the Premiership from other clubs and to even entertain it. Because leaving and playing against the club you love is very difficult."