Figo spent five years in the Spanish capital following his controversial move from great rivals Barcelona in 2000.
"I could not stand it because I was a player at Real that President Florentino Perez did not want," the now 40-year-old said.
"I don't know what had changed, but I remember well that we came to play Albacete, I had played and we had won [6-1]. Then the next week was the Clasico [lost 3-0] and then from one moment to another I was on the bench without an explanation.
"It was certainly a way to hurt me. I am telling you what I think. I am clear on why I left, I had one year to go on my contract at Madrid where I could have been paid well and stayed quiet, but I preferred to find a new project and be happy instead of taking the money without playing.
"I do not share Perez's ideas, but I respect him. Certainly he is very powerful and very influential and I hope that he brings good things to the club."
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