When quizzed if he feared he had played his last match for the club, Xhaka told the London Evening Standard: "Of course, I don't lie. There was a moment, because it was not easy for me and my family. I hope people understand this.
"But I think I showed my character. I am not a guy who runs away. I always say to the club, 'When I [am] here, I am ready to give everything'.
"It was like this always. I train very hard and that things turned around is the key. This [has given me] the most happiness."
The 27-year-old briefly wore the captain's armband during the 1-1 draw at Crystal Palace in January but he has revealed he was hesitant to take it then.
"I know with or without the armband what I can give the team," he said. "But in this moment [against Palace] I don't want to take the armband back, but Sokratis [Papastathopoulos] and David [Luiz] told me I have to take it.
"If one day the club asks me about the armband, I have to think twice."