Kepa signed for Chelsea over the summer for a world record fee for a goalkeeper.
He said, "In the end it's true that it takes you away from home and from the circle in which you've always grown. It is important for my career. It's true that I'm going to another league, I would only face Athletic in European competition and that would be a good sign for both clubs.
"It may be ... But above all what weighed is the interest and what Chelsea showed for wanting to sign me.
"In the end we are professionals and each one chooses the way to go. Athletic has always been and will be my club. I am Athletic since I was a child, I entered at nine years of age in the academy and I would understand that some fans, most fans, watching only on the part of a fan want the best players to stay. But in the end it is my decision."
Asked about leaving Athletic just months after signing a seven-year contract, Kepa insists he did everything honestly.
"When I renewed with Athletic it is because I felt like that at the time, I was happy and at home. I did not have any problems nor was I upset in Athletic, much less. Quite the opposite.
"But an important club came, I thought it was a step forward in sports and I decided to take that road."