The Barcelona player was not released by his club to play in June's Copa America but went to the United States to support his team mates and was pictured hanging out with Hollywood celebrities and pop singer Justin Bieber.
He will be back to lead the Olympic side against South Africa, Iraq and Denmark in the group stage, which starts on Aug. 4, but the outstanding Brazilian player of his generation promised he would remain his own man.
"I think you have to start by looking at what I do on the pitch," he told a news conference on Tuesday. "The moment I am off the field it's my personal time.
"I like to go out and have fun with my friends. I have family too so why can't I go out to clubs? I can and I will. I am well aware what my duties are the next day. I am going to keep going out and I don't see anything wrong with that."
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He added that any millionaire youngster at the top of his game would live the same lifestyle and challenged reporters to say otherwise.
"Imagine you're 24 years old, earning what I earn and having all that I have," he said at Brazil's training camp. "Wouldn't you be the same as me?"
Neymar is one of the three over-age players in Brazil's squad as they attempt to win the gold medal for the first time next month at their home Olympics.
He also featured four years ago at the London Games when Brazil were defeated in the final by Mexico.
"We lost a goal after 40 seconds and so we were behind right from the start," he recalled. "That's hard. You have to be switched on the whole game. Any detail can be fatal.
"I am not worried about losing," he said. "Being afraid of losing robs you of the desire to win. If we lose, we lose with our heads high and we carry on but if it is up to me we're going to do everything possible to win.
"I don't like to lose, losing never crosses my mind, I want to bring that gold medal for Brazil that has been so difficult."
(Writing by Andrew Downie; Editing by Ken Ferris)
