The former Real Madrid pair are now teammates again with Atletico.
Llorente told Marca: "Yes, I exchanged a message with him. He encouraged me to come, he told me that I would be very happy here."
He continued: "When you arrive at a team like Atleti you know that this shirt has been defended by very great players and that you have to give your best to be at the height of what this shield means for the fans and the history and the requirements of this club."
The midfielder added: "I cannot have a bad word towards Real Madrid. I will always keep a nice memory. But now I'm focused on my team and giving everything from the first day."