The Chelsea attacker also adds that he would like to see Spain stars Xavi, Andres Iniesta or Iker Casillas win the Ballon d'Or rather than Lionel Messi or Cristiano Ronaldo
The 24-year-old won the Champions League and FA Cup in his first season with the west London outfit, following a summer move from Valencia.
And he insisted it would have been "impossible" to win silverware with his former club, admitting he fears that top players outside of the 'big two' will also have to leave Spain.
"I'm a little worried to see so many players leave the Spanish Liga, for the competitiveness of the league," he told France Foot.
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"If you don't play for Real or Barca, you can't win a trophy.
"Today, it's impossible for my former club Valencia to win the championship. This can not be good for Spanish football. Supporters of other clubs also suffer."
However, despite suggesting that the financial dealings of some Spanish clubs may be less transparent, the playmaker believes La Liga is still the best in the world along with the Premier League.
"In England, clubs must prove they can pay wages of players before the start of the season," he added.
"Accounts of Spanish clubs, it is sometimes complicated [...] But the Liga stays the best league in the world, with the Premier League!"
Mata also added that he would like to see Xavi, Andres Iniesta or Iker Casillas win the Ballon d'Or despite Lionel Messi or Cristiano Ronaldo being the favourites for the accolade.
"For the Ballon d'Or, being a good team mates, I would like Xavi, as a player, as a man, for what he represents in the story. Because he has won everything," he added.
"Of course, there are Cristiano Ronaldo and Messi, because of their goals, their performances. But I would like it to be one of my three friends, Iniesta, Xavi or Casillas."
Mata also revealed his delight at having won trophies so soon with Chelsea, but added it was hard work rather than luck that brought his new team success.
"It was my first season in England and [success] arrived very quickly. I immediately found my marks with my teammates. I had the chance to score a goal in my first game, after I enjoyed myself," he continued.
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"I came to Chelsea because I wanted to win trophies, and for my first year, I won two trophies, with the first Champions League of the club's history. I said: 'how can you be so lucky?' - because if you work a lot, it is often an opportunity that makes us a winner."
The Spaniard went on to hail the influence of his compatriots on English football and, although he has been left out of Vicente del Bosque's latest squad, looked ahead to the upcoming clash with France.
"We offer something different than what people expect of English football, which is very physical. Spanish football has a great period with all these trophies, which we enjoy," he said.
"We want Spanish players in other major championships, and suddenly we discover other [styles of] football - that is a means to progress.
"The France team stays one of the best teams in the world. And when we play against one of the best teams in the world, we want to show that we are better."