The Chilean brought in some stars but didn't win the trophies that were expected of him.
"It was a special year, as every coach wants to manage Real Madrid, but for various reasons I didn't have a good understanding with the president," he told The Athletic.
"He and I had different ways of thinking about players. They bought me a lot of very good players, but some played in positions where we were already strong, which I was not happy with.
"Still, we gained 96 points but unfortunately couldn't win the league because we were up against that great team from Barcelona.
"When the season finished, Real Madrid continued on their path, while I went my own way, when one door closes, another opens.
"I had the option to go to Malaga and that was one of the most successful clubs of my career.
"I built a team up and we qualified for Europe and reached the quarter-finals of the Champions League. Nobody believed Malaga could do this."