The Russia international left Real last season in controversial circumstances involving his Copa del Rey registration.
Before last night's 1-1 draw, Cheryshev recalled: 'My departure from Real was not necessarily what I would have liked. I worked hard and gave the maximum.
"Things go well and sometimes not, it is a matter of luck. This is football and many things can happen. I am proud to have worn the shirt of Madrid, with all the things that the club gave me, but I'm happy at Villarreal, I want to stay here for several seasons.
"(Zinedine) Zidane has always been honest with me, I only have gratitude for him. We talked almost every day, I understood him and he was straight with me."