The Brazilian was very impressive when he spent two years on loan at the Craven Cottage club from 2016 to 2018.
But in the summer of 2018, he was denied a permanent transfer after the club were promoted to the Premier League.
"I was sure that I was going to stay there," he told Oh My Goal on Instagram.
"I had two great seasons there and I loved the club. I loved the group – we had two amazing years together and in my mind, I was definitely going to go there.
"I still don't know [what happened]. We had another player from Chelsea there called Thomas Kalas. He also didn't stay. Until now we still don't know if the offer that Fulham made Chelsea was enough or if Fulham even made an offer for us.
"That was tough because I spent two years there and I had a great connection with the club, with the fans and not being able to stay there in the Premier League was frustrating."