Kubo is currently on-loan with Villarreal.
"The expectation of winning at Real Madrid is huge," Kubo told MARCA. "It's daunting. They always win and, when they don't, there's usually more pressure on the next game."
Kubo returned to Spain 18 months ago from Japan.
"There aren't many players that are playing in Spain at the minute," Kubo said of his compatriots. "It's a special league for the Japanese [players] and those that are playing here, we're always paid quite a bit of attention."