The French midfielder left Roma for Sunderland last year.
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He recalled to TMW: "In Roma, I was a little upset because I didn't have to play football."
Le Fee says he needs to enjoy playing football if he needs to perform.
"When I don't enjoy myself on the field, I'm really sorry. I wanted to regain my confidence, that's why I came to Sunderland because I knew Regis Le Bris (manager) could give me everything I need to do my best," he added.