The 27-year-old made the switch to Napoli at the start of the season and has impressed during his first campaign in Italy – netting 12 times in 32 league games.
"I left Real Madrid in order to find greater consistency to my performance, in order to play more and to make a change in my career," he told Corriere dello Sport.
"It had not been easy, Madrid are a club it is hard to leave, but at some point my love for football prevailed and I went to Napoli.
"[Rafael] Benitez described the project and spoke of this club. I had some offers, but I was convinced by everything. Now I can confirm that I wasn't wrong."
Callejon has also previously played for Espanyol.