The 20-year-old became the ambitious second-tier side's latest high-profile coup last week when arriving at Molineux on a four-and-a-half-year contract.
Valencia allowed Spanish forward Mir to join Wolves for an undisclosed fee as they were reluctant to lose him to one of their domestic rivals, with his deal due to expire at the end of the campaign.
Speaking to Radio Valencia Cadena SER, the youngster said: "Valencia only made me one renewal offer this summer. That they had been trying to renew with me for a year is a lie.
"They rejected three or four offers from Real Madrid for me; however, they agreed to the first from Wolves in December. Valencia did not want me to go to Madrid and they did it.
"I left Valencia because I wanted an ambitious project where I could grow and be trusted and there I did not see it."
Mir made his debut in the final 13 minutes of Wanderers's goalless draw against Swansea City at the weekend.