Silva joined Paris St Germain last week for a fee of €42 million, having initially turned down a move to the French side earlier in the summer.
The Brazil captain, though, insists it was not his decision to leave the San Siro and that he is “upset” by being labelled a mercenary.
“I was happy with the transfer and sad about my exit from Milan because I experienced some strong emotions there,” Thiago told reporters at an Olympic news conference.
“This is football: one day you are here, the next day you are somewhere else. I had signed a new deal with them a week before. People call me a mercenary, which leaves me upset. I am not making more money at PSG. This is not my fault, I would like to apologise to the fans.
“This was a difficult situation for me: I did not want to leave Milan, and neither did my family. But it was a positive thing because [PSG sporting director] Leonardo and Carlo Ancelotti called me. When I joined Milan, it had also been Leonardo to call me. I really like him. PSG are a dream club, like Ibrahimovic said.”
Thiago Silva will now lead Brazil at the Olympic Games, starting with a warm-up friendly against Great Britain on Friday, before joining up with his new team-mates in August.