The Everton star, 25, has moved to Manchester as less people recognise him there.
Fellaini, who is dating former Miss Belgium finalist Lara Binet, said: "I could not stay in Liverpool any longer.
"I was recognised too much and sometimes women would suddenly climb all over me.
"The paparazzi also took some getting used to. I don't want to be a big star.
"People in Manchester treat me with more respect."