Atletico Madrid coach Diego Simeone admits he's never considered safe in his job.

Despite being a fans' favourite, both as a player and now as a coach, Simeone admitted that he lives with the constant fear of potentially being sacked.

"The demands are sky high and the players have to see you as if it were the first training session," he said in the interview for El Pais.

"Since the day I arrived here, where I always wanted to return, I live thinking that they can get rid of me."

Asked by the Spanish World Cup winning coach if he ever felt a point where he wanted to leave Atletico, Simeone admitted there were a few tough moments.

"One of the difficult moments was at the end of the Champions League final in Milan. The second one that we lost," he said.

"One in the 93rd minute and the other we reached the closest place that can be reached to win, penalties."