The Argentine attacker has admitted that he grew unhappy at the Santiago Bernabeu as he was reduced to a bit-part role.
The prolific striker, 25, netted over 100 goals in La Liga during his time at the Santiago Bernabeu side, yet often had to settle for a place on the bench during his final season, which culminated in his decision to depart in a 40 million euro deal.
"I had some great moments at Real Madrid, but also moments of unhappiness," the Argentina international told La Sexta.
"I suffered because I wasn't always playing. Sometimes [Karim] Benzema started and then I got the chance to prove my worth again. I will always be grateful to the Madrid fans, though. They showed me a lot of affection during my seven years at the club."
Higuain has netted once in two Serie A games for Napoli so far.