The Brazilian was dumped by Milan after falling out with president Silvio Berlusconi.
"I left Milan because of personal problems and misunderstandings, seeing as I started to feel left to one side by the club," Leo told UOL Esporte.
"I was free at that point to accept any proposal and I had an excellent rapport with Massimo Moratti. I accepted the challenge of coaching Inter, which for me was a grand experience.
"Anyone who decides to join your team's arch-rivals has to pay a price, which is perfectly normal criticism.
"My respect for Milan never mutated and neither has my affection for Inter."
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