Kroos spoke after Saturday's 0-0 draw with Real Betis, which marked his final game at the Santiago Bernabeu.
He said: "It's not easy to talk, but I can only say thank you. To all of madridismo, to the club, to my teammates and to the stadium, I've always felt at home. I couldn't ask for more. It's been 10 unforgettable years.
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"You come with a different feeling when you know it's the last game. But I told myself that I wanted to enjoy myself and I have done that in these 85 minutes, as I have always done when I've played here. It's so special. In the years to come, when I don't have that, I'm going to notice it.
"It's a special team, I've always said it's a good group. Everyone has given me the respect I deserved. It's not just a group of good players, they're very good people. I've always felt very comfortable in this team."