The Portuguese international joined Chelsea earlier this summer after being allowed to leave Barcelona.
"If I wanted to go somewhere for the money I wouldn't have come to Chelsea," said Deco.
"There were many other places that offered much more money, the money I wanted I could have gone to Saudi Arabia or the United States.
"It's not about the money. Obviously money is important but not that important, I have plenty of money, more than I need, so for me I wanted to go to a place where I could have better objectives and to still have this challenge to win games.
"If I wanted money I could have stayed in Barcelona - I had two years left on my contract, which was a lovely contract.
"It was a sunny and lovely place to live but I want to have new challenges, more objectives and the will to win more trophies - and that is why I came to Chelsea. If it was for money I would have gone somewhere else."