Lopetegui was sacked by Spain for accepting the Madrid job but suggests he would take the same decision again.
“Simply I took a decision and I would take it again. I did it honestly and I have no regrets,” he said.
“Madrid has grown [in recent years], it was always special and now with the new trophies it is even more so, they are the best of the 21st century.
“For me now the responsibility has always been to manage a group in order for them to win. The day-to-day now is different from being Spain coach. It is unknown for most coaches what it is like to be in charge of Spain but the day-to-day is demanding, different.”
Enrique has replaced him at the Spanish national team has been tasked with winning Euro 2020.
“Not at all, I am very happy to train Madrid, we have a great challenge, a fantastic objective and I have a lot of hope that it goes great for the national team with Luis Enrique,” he continued.
“I am a fervent supporter of Spain. Now it is a period for me in the past and now we are focused on our objective which is a big challenge. We are all focused on what we have to do now and the past is in the past.
“The way it happened cannot be changed. I don’t want to look backwards, I explained at my presentation what I felt and I feel the same now.
“I am not uncomfortable about what was said and I am just concentrating on the present. I explained the situation, we did the right thing to say yes to Real Madrid. I would do it again.”