Romeu has signed for Los Che on-loan for the season.
He said: "Mourinho explained to me that Essien and Lampard were ahead of me. He insisted that, after an injury, I had to play many games.
"He said it would be better for me to play for a team that can guarantee more minutes.
"I'm very grateful to Mourinho for allowing to leave for Valencia - it was where I wanted to go.
"When the transfer was completed, I went to thank him, because other teams had offered Chelsea better terms, but he understood my position."