The Brazil international took a break from moving house last week to visit his former team-mates at Milanello.
He wished them good luck ahead of the coming season, reiterating his attachment to Milan, the team with whom he played for six years.
Speaking to La Gazzetta dello Sport, Kaka recalled his rollercoaster of a summer.
“At the beginning it wasn't easy, but I have always looked to understand the motives of my transfer. We found the best solution for everyone.
“I don't harbour rancour towards Milan. I was fine here. It's a very beautiful place, a great business. At the beginning it was strange,” Kaka explained.
“No one could imagine what happened. The economic crisis. Milan out of the Champions League for a year. Things change. But I was always sincere and I believe the fans understand that.
“I am happy here [in Madrid]. The city is beautiful. My wife and son are well.”
Asked if he was worried by Milan's pre-season form, Kaka replied: “Yes, but in the first outing that counted I saw them do well. They are strong and they will fight for the Scudetto.
“I am happy for Dinho who is getting back to his levels, and for Leonardo and for Pato who has a great future. I bet on him as the cover boy of this championship.
“It was emotional to see Nesta and Rino again after their injuries. For me, they are friends. Wherever I am, I will support them.”
As if struck by a pang of nostalgia, the 27-year-old once again said it was weird not being around Milan.
“It's difficult and strange. I told them so. But I have looked to understand and there is neither anger nor sadness in me.
“When I went to find the team in Milanello there were fans outside the gates and they received me very well, like everyone.
“If I had to go away, this was the best way to do it. I have remained in contact with Galliani, Braida and Leonardo. The link that there is between us goes beyond my profession,” Kaka said.
The former World Player of the Year also appeared to give his backing to Leonardo, Milan's rookie trainer.
“I am curious to know how it will go. I went through a lot with Leo and I don't know what it would be like training with him. For now.”
Asked if he meant one day he would play under Leonardo with Brazil, Kaka replied: “Who knows who will be Brazil's Coach in 2014.
“Leo has always had success in what he has done. He will be a good trainer.”
Finally Kaka gave his prediction for this weekend's Derby della Madonnina.
“Milan will win 2-0. A goal from Pato off an assist from Ronaldinho or hopefully Thiago Silva, then a second goal from Nesta like the one he scored in Yokohama when we became champions.”
Source: http://www.acmilan-online.com