McMahon rejects Burnley: I want Middlesbrough deal
"When people asked me whether I wanted to make the move permanent I always said I wanted to go back to Middlesbrough and try for a place in the Premier League," he told the Sunday Sun.
"Never for one moment did I doubt that I was good enough to play in the Premier League again. All I wanted was to get out on the Riverside pitch and prove myself.
"It's up to me now, I'm under no illusions. I've made my first massive step and I know I have to keep playing well to hold down my place.
"I know that Justin (Hoyte, currently out injured) will want his place back when he recovers from his operation and I can understand that.
"Competition is healthy and it keeps everyone on their toes. I have to make sure I keep performing."