Jesus Vallejo says joining Real Madrid was the "biggest decision of my life".
The defender will return to former club Real Zaragoza on-loan for the new season.
"So far it has been the most important decision I've made in my life. I have to admit that this cost me, but I'm calmer, and I'm happy," he said.
"The only thing I think about is returning this year, if possible, to Real Zaragoza in the Primera Division.
"I am a Zaragocista, I have been so and always will be."