Tadic surprisingly quit Saints this summer - rejecting a new contract offer in the process - to sign for Ajax.
"The difference is very big, but that applies to all leagues compared to the Premier League, and it's only once you've played in England that you know how hard you have to work," said Tadic.
"I'm glad I've been able to experience that.
"And I'm proud that I proved myself there in the strongest competition in the world."
Tadic also told Voetbal International: "The most important thing is that we have the same goal. We want success, win prizes. For me, the league title is the goal, just as I want to experience playing in the Champions League."