The Croatian defender has left Anfield after six years to join Zenit St. Petersburg.
"It was a big decision in my life, in the end," Lovren told the club's website. "I have kids who are going to school there, I made a lot of friends in Liverpool and I'm not the type of player who wants to change every couple of years [to] somewhere else.
"But it was a decision that I took with an open heart and a clear mind. It was tough. But I think it was the right decision to go [out] on the top and look later on and tell myself it's a good decision.
"I think I gave everything for the club, I don't know if I could maybe give much more; I always gave everything, 100 per cent on the pitch. I have no regrets for anything that happened, even with some mistakes, with tears, with bad moments, bad games – everything happened for a reason. And it just made it even better now. So, I think I can be proud of everything.
On leaving as a Premier League winner, Lovren added: "Incredibly proud. You cannot imagine the emotions I still have, especially from before the last game.
"Liverpool lifting the trophy, unfortunately not with our fans, but we know in our hearts they have been with us from day one.
"So, I will carry this forever. Forever. I can proudly say later to my grandkids that I played for Liverpool that year when Liverpool won the Premier League. This one will never be forgotten. So I'm really proud."