The 26-year-old struggled for first-team football during his time at Madrid, before two seasons on loan with Getafe were made permanent in the summer.
"In Madrid I had lost confidence in myself, I could not find a point at which to get out of the hole," Leon told Al Primer Toque.
"At moments I felt mistreated. When I left the club, I said what I had to say. I do not blame [Jose] Mourinho for those bad times, I am dedicated to working and to getting as high as possible. I do not want to talk about Mourinho, he is in England I am at Getafe.
"I consider myself privileged, I suffered a lot, I struggled greatly to get out of this hole. It was two very bad years, there have been moments of much suffering and I have not found an explanation."
Leon scored twice in Getafe's 3-1 win over Real Betis at the weekend.