"When I returned to Chelsea I never imagined that this could happen, but football is full of surprises. It's no secret that Jose Mourinho has had a huge influence on my career since I arrived in England," he told Marca.
"So when he showed an interest in bringing me to Madrid I did not hesitate at all. One minute I was preparing to play in the Super Cup in Monaco and the next I was packing to travel to Madrid.
"It would be a great achievement for the club and for city, and it would also be great, at a personal level, to win two consecutive Champions Leagues."
Essien has made four appearances for Madrid this season.