Mbappe left PSG for Real Madrid last summer, with the Parisians ending this past season as Champions League, Ligue 1 and Coupe de France Treble winners sans their former captain.
"I didn't leave too soon; my story with PSG was over. I am not bitter; I had reached the end of the road," said France captain Mbappe, who scored 256 goals for PSG.
"I tried everything, and it was destiny that meant it had to happen without me.
"PSG winning the Champions League without me doesn't affect me. I was happy - I think they deserved it.
"They've had so many years where they struggled. I've been there too; I've played in every Champions League stage in Paris except for the victory.
"They're the best team in Europe. I don't remember seeing a team win 5-0 in a major final."