It was announced last week that the 27-year-old would be leaving the British team after 14 years in order to sign a three-year contract with their rivals for next season.
"No doubt it was one of the most difficult decisions I've faced in my life up to now," said Hamilton. "But a lot of other racing drivers, a lot of greats - [Alain] Prost and [Ayrton] Senna, they've all been with several teams.
"It's easy staying in the same place, but going somewhere else and taking on a new challenge is sometimes maybe even more exciting.
"I could stay in the great car that I have, which I've worked really hard to help develop with the team, or go to a car that's not so well developed and help it."
Hamilton has six races left with McLaren, starting with the Japanese Grand Prix in Suzuka this weekend.