"From the inside it didn't go as quickly as it seemed from the outside," the 34-year-old told the You'll Never Beat Kyle Walker podcast.
"As a footballer, you don't really think about things. I think it probably hit me three weeks into being here that I was like: 'Oh gosh, I've just upped and left.'
"In football, when certain things come, certain opportunities come, you have to take it. For me to experience a different league, a different culture - for me to play for a club like AC Milan - I don't think you can turn that down.
"There's certain clubs in the world that you kind of can't say no to.
"The talks didn't happen overnight. There were talks for a week, five days. I had my stuff packed, I was ready. I wasn't playing for Manchester City. I wanted to play football and I wanted to come to Europe."
Gossip: Bayer Leverkusen ignite Ortega talkspublished at 07:28 BST 4 April
07:28 BST 4 April
Bayer Leverkusen have made contact with the representatives of 32-year-old Stefan Ortega and could sign the Manchester City goalkeeper for around 8m euros (£6.7m). (Bild - in German, subscription required), external
Walker has 'no bad words' about Man Citypublished at 18:30 BST 3 April
18:30 BST 3 April
Image source, Getty Images
Kyle Walker has opened up about his January exit from Manchester City, saying what the club did for him was "incredible".
Walker joined AC Milan on loan in January with an option to make the deal permanent in the summer.
In the return of his BBC Sounds podcast You'll Never Beat Kyle Walker - and the first since the move to Italy - he said: "I've got no bad words - nothing negative to say whatsoever about Manchester City.
"What that club's done for me both on and off the field is incredible. When you take yourself away from the bubble, you think about how lucky you was.
"That's no disrespect to any of the other clubs I played for, but the seven years we had there, I don't think it will happen again in football."
Walker was part of all six Premier League title wins at City under Pep Guardiola, having joined the club from Tottenham in 2017 in a £50m deal.
The 34-year-old was named City's joint-captain in 2023 as part of a five-player leadership group elected by his team-mates before the 2023-24 season.
"I said to the player liaison officer that I wanted to say goodbye to the lads in the canteen before I left when I knew the deal was complete," he said. "He actually texted the whole building. There was 150 people there and I had to say goodbye to them, which was a little bit nerve-wracking.
"It was sad because, as much as people might have this persona of me, I did speak to completely everyone in that building from the cleaners to the cooks, to the kitmen to physios."
There was only one theme to the replies - and no-one arguing the opposite:
Wendy: I remained on the concourse for nine minutes. I think Leicester fans also did. We have to do something and show that we are unhappy with the current situation. It's happening at all clubs and we have to stand together.
John: I took part in the protest because I know fans from the old Maine Road days that are now struggling to keep up with their season tickets due to the ever increasing cost. We moved to the cheapest seats several seasons ago in order to make match attendance more manageable but now even these seats are moving out of our price range. The club need to listen to the fans as I felt a real sense of determination during the protest last night so this is not going away.
Jack: Man City are culpable in seemingly putting finances over fans. In my view, City are showing flagrant disregard for their fanbase who will stop going by being priced out of the game. City have become too big, too quickly.
Mark: Any football team not listening to their true supporters' needs and opinions are on a slippery slope.
Gary: As a season ticket holder myself, I totally agree with the protest and its grievances against the club. No new season tickets issued for many years now and no guarantee that new season tickets will be available when the new extension to the stand is completed. It would appear that they would rather sell tickets to tourists not stalwart fans.
City have not commented on the protest directly, but say that tickets sold on Viagogo will come from the existing allocation of hospitality tickets, will be subject to a fixed price cap and will not be subject to dynamic ticket pricing.
What do you make of the protest?published at 12:23 BST 3 April
12:23 BST 3 April
Image source, Getty Images
When Jack Grealish scored in the second minute to give Manchester City the lead two minutes into Wednesday's 2-0 win over Leicester, far fewer supporters than usual in the Etihad Stadium were in their seats to see it.
Many City fans remained in the stadium's concourses for the first nine minutes to protest the club's new partnership with third-party ticket resale platform Viagogo - the ninth company they have now agreed resale agreements with.
Prior to the protest, a joint statement from City supporter groups 1894, Trade Union Blues and MCFC Fans Foodbank said it was to demonstrate that "football without fans is nothing".
Representatives of the club's fan advisory board City Matters went on strike for several weeks because the club did not engage in discussions about season ticket prices.
An extraordinary meeting has now been scheduled for today - Thursday, 3 April.
"To sign a ninth partnership with a ticket resale platform is incredibly tone deaf given the strength of concern," City Matters chair Alex Howell told BBC Sport.
What did you make of the protest?
How do you feel about the reasons behind it and do you think it will have had the desired effect?
Man City 2-0 Leicester - the fans' verdictpublished at 10:03 BST 3 April
10:03 BST 3 April
Image source, Getty Images
We asked for your views on Manchester City's win over Leicester City in the Premier League.
Here are some of your comments:
Man City fans
Gene: This wasn't much of a match against a team destined for relegation that sat back and seemed to just want the final whistle. Josko Gvardiol looks comfortable on the inside with Ruben Dias and I would've liked to have seen Oscar Bobb earlier. A win is a win, but there should've been more goals against a much weaker opponent.
Brian: Man City got the job done. Yes Leicester are a poor side at present and their mistakes in possession gave City the opportunities to score but City were sharper than in previous games.
John: Good in the first half, but second half lacked the same intensity.
Leicester fans
Michael: We line up like a bunch of coconuts and sit there waiting to be knocked down. No passion, no endeavour, no shots, no ideas and no hope. I love my team but sadly my team does not love the badge it wears. I truly cannot remember a Leicester team in the past 40 years that week after week comes up with spineless clueless performances.
Kerry: Utter dross. No points, no goals, same formation and starting XI. Sorry Ruud, but you've lost the plot completely and you're totally out of your depth. We need a goal so at half time you take a striker off and sub him with a holding midfielder. Patson Daka up front on his own? He's National League quality!
Glenn: Awful display, totally devoid of ideas and the usual mistakes cost us again. We are in freefall and know that we are down - but to go down in such a fashion with not even an ounce of care is unforgivable.
Image source, Getty Images
