The former Chelsea winger has struggled with injury and form since his £22 million move to Real and said: "There is always pressure being the most expensive signing of the summer. I am used to living with it after playing for another great club like Chelsea.
"I can't do anything about how much I cost, just like with the injuries I've suffered. I didn't tell anyone to pay that amount for me. These are things that happen in football and it doesn't concern me."
Robben also hit out at claims he had no genuine friends inside the Real dressing room.
"That's rubbish. Maybe I can't speak Spanish and so can't communicate well, but I get along with all my teammates."
Asked about speculation of an imminent bid from Roma, he added: "I don't pay attention to such things. I want to stay here for a long time."