The France international is happy with his decision to make the deadline day switch to England and says he was not pushed through exit door
The 23-year-old, who has been capped 14 times for France, completed the move to the Anfield club on transfer deadline day for a reported fee of €17.2 million.
Reports surfaced suggesting the France international had been forced out of PSG following the arrival of Brazilian defender Marquinhos earlier in the summer, but Sakho refutes those claims.
"I achieved beautiful things at Paris that I am very proud of, so I can leave raising my head high," Sakho told L'Equipe.
"Since the start of my career, my first desire has been to go on improving and reach the objectives I set.
"My career dictated me that choice. I move on without regret. Today I am joining a great club with fantastic fans. I am very proud to have signed at Liverpool.
"Early in the summer I had a talk with my PSG coach and chairman. Some things were said but not necessarily with any result. But there is no problem and I feel not bitterness. It was my choice to leave. No one pushed me to the exit door.
"Contrary to what I could hear, I don't fear competition. At Liverpool, do you believe there will be no competition in my position?"
The France international paid tribute to the supporters after he watched from the stands as Liverpool beat Manchester United and revealed it was the exciting project that convinced him to make the move to England.
"Why Liverpool? Because the Premier League is the best league in the world, and it was the club that offered me the project that suited me the best," Sakho added. "The officials knew how to convince me.
"My first feelings in the Anfield stands? I had confirmation I made the right choice. They are amazing fans and a very good team. The fans' chants are beautiful even if I can't understand English so far.
"Compare Parc des Princes and Anfield? You can't compare. Le Parc is my cradle."