The 33-year-old joined the Italian champions last month on a four-year deal, ending a stint in Spain that saw him win two La Liga titles and four UEFA Champions League trophies.
"It was an easy decision," Ronaldo told sports streaming service DAZN.
"What was done in Madrid is incredible, I won everything, my family lives there, but it's part of the past."
Juventus paid €112 million (A$177 million) to sign Ronaldo, who made his league debut in their 3-2 win at Chievo last Sunday (AEST).
While the Portugal international was unable to score at the Stadio Marc'Antonio Bentegodi, he will have the chance to redeem himself when Juve take on Lazio this weekend.