Macca: I was a Real hit
The England international is set to seal a free transfer move to The City of Manchester Stadium on a two-year deal.
Many have labelled the midfielder's time at El Santiago Bernabeu as less than successful, but he insists he has enjoyed a great Madrid career.
"I laugh when I read that I have always been a peripheral figure here, that I never established myself in the side," he said.
"Even last year, I made over 30 appearances. Four years at Madrid is not bad. People don't normally stay here that long, so I am thankful for what I have achieved, not bitter about it.
"I've seen stuffed back home saying I was training with the kids. Not true. Nobody told me to go, either, and it's not true that I wasn't given a squad number.
"You just accept it is so political here at Madrid. Even straight after I won a Champions League winner's medal in my first season, I was supposed to not get a squad number.
"I have had a great career at Madrid, and I loved playing here. When I go, I'll remember every minute fondly.
"I have played for two of the biggest clubs in the world, and I've had a great time at both clubs. I wouldn't swap any of it for the world."