The Brazilian midfielder joined Porto on a season-long loan in the transfer window, but has said that "it wasn't easy" to depart Los Blancos.
"It wasn't easy to leave Madrid. We're talking about the biggest team in the world. But I'm happy at Porto because the level of players is very high," he told Marca.
The 22-year-old joined Madrid from Sao Paulo in 2013, but struggled for first-team football last season.