The 33-year-old had his contract terminated by Inter Milan last July, allowing him to sign a three-year deal with the Brasileirao outfit, a choice he believes was the correct one.
"It was not a difficult decision," the former Manchester United and Atletico Madrid striker told BBC Sport. "I try not to have any regrets. Brazil is a very nice country, they play very good football and pay good money - it's not so different from Europe.
"It's a really happy time for me. Not only because of the football but I'm in a relationship with my girlfriend. I'm close to Uruguay so it's easy for her and for me. Of course, I'm also close to my family - it's only an hour flight."
Forlan endured a torrid 2011-12 season with the Nerazzurri before leaving the club after scoring only twice in 20 appearances during a campaign blighted by injury; however, the winner of Golden Ball at the 2010 FIFA World Cup was quick to stress that he did not abandon Europe to play a lower level of football.
"Italy was a bad time for me," Forlan conceded. "When I came in [at Inter] the team was struggling. I scored in my first game and then got injured and was out for two and a half months. In the end I was playing out of position.
"I have played in so many leagues in different countries. Every league is different - I don't think one is better than another or if you play well in Europe, you will play well here [in Brazil]. That's not how it works.
"Everywhere you go you have big clubs, so it's not an easy league."