The English support subjected him to a hostile reception given the part that it was perceived he played in depriving Liverpool of the Champions League final.
"I would have liked another reception," he said after Spain's win over England.
"They remember one action in the final, but nobody remembers the death threats that my family and my children received.
"We have started a new era with a coach who has a lot of experience and there was no better way to do that than with a win at Wembley.
"Failure is when the team doesn't have any soul, but today we gave everything and that is the minimum required at Real Madrid and the national team."