Leicester were able to close a deal this summer and make the 22-year-old their most costly ever purchase at £40.5m.
"During the transfer window, I was happy of the interest of certain big clubs," Tielemans said ahead of Belgium's Euro 2020 qualifiers against San Marino and Scotland.
"I needed to make a choice for my young career and I think it was the right one. To arrive off the back of a €45m (£40.5m) transfer doesn't change anything.
"They already knew me at Leicester. My loan spell went very good. I wanted to continue playing in this club."