The Spain forward says he has no regrets over his conduct in sealing a move to Serie A, but is disappointed by the negative reaction he has received from supporters and the media.
The Athletic Bilbao striker has signed a four-year deal to take him to the Bianconeri when his contract expires at San Mames; however, Llorente has claimed that the negative response to the move has placed him in an unenviable position.
"The situation I am in is still difficult," Llorente told AS. "Many people are with me and want me, but a lot of other people want me out of here as soon as possible. Going through this after so many years here is hard. I have tried to do everything in the best possible manner so that the board can do the best for Athletic. But it seems that that has not worked out for me.
"I would have liked that to have not happened. It’s difficult to have everybody with you but I would have liked it if they understood my position.
"I have acted well. I have a very clear conscience. I am trying to learn from everything that is happening to me, I hope that all this makes me stronger."
Llorente, who has scored 108 times in more than 300 appearances for Athletic, also expressed his dismay at how the affair has been reported in local media outlets.
"I have felt the support of the national press, I must say that," Llorente said. "But certain local media have been pounding me day after day, and it is one of the things that made me make the decision to leave. I opted to stay silent and not to fight against the terrible things that I have read.
"I didn’t lie [about the good things I said about Marcelo Bielsa]. As a coach he has improved me as a footballer and I have learned a lot. At the end of it all I will stay positive, although there have been differences."
The 27-year-old Llorente has endured a frustrating season amid the furor surrounding his decision to leave the club, scoring just twice in 22 appearances.