The 20-year-old joined Die Fohlen in a £6.5m summer deal from FC Basel, but has revealed that he was shocked by his teammates' mentality.
"After I arrived, I heard my new teammates saying 'we have got to hope that we don't go down'," Xhaka told Tagesanzeiger. "I thought to myself, what kind of a mentality is that? I did not know that from Basel, where everything was about winning.
"My career has been very successful so far. In my Basel time, I picked up three titles and it was nothing but positive for two years running, but in Monchengladbach it was something new to me.
"The way I think just is not the same as the way they think in Gladbach."
Xhaka has won 10 caps for Switzerland.