The 21-year-old spent three years in the Premier League with Manchester City, but he ended his spell at the club earlier this year after a much-publicised falling-out with then-manager Roberto Mancini.
However, Balotelli insists he did not have to think twice about returning to his homeland when handed the opportunity after admitting to have felt isolated during his time at the Etihad Stadium.
"Yes," Balotelli told CNN when asked if he was unfairly treated in England.
"But I'm not here to talk about if I'm unfairly treated. I don't care. I'm out from England, I'm happy that I'm out from England. That's it.
"I'm really happy now. I have my family near me and my friends. I can relax and find my privacy, more than in England, where I was alone."
The former Inter starlet blazed a trail of negative press while at City, with stories of car crashes, throwing a dart at a youth-team player and fireworks being set off in his bathroom to name but a few.
But while he remains a popular topic in the Italian media, Balotelli believes he is just a "normal guy" and must now endeavour to change the press perceptions of his character.
"The stuff that they said in the newspapers that I did in England in the past, few of those are real," he added.
"The others are really just the imagination of the journalists. But when you create an icon of a person in that kind of way, after everyone thinks you are like this and if you lie about it, everyone just thinks that it is all true.
"So maybe that's why they think I'm crazy and do crazy things? Sometimes I dream to be alone and that nobody would talk to me. A love of women I think is normal. Cars? I like fast cars and I don't see the problem if I like fast cars.
"Some things have happened in my life, some stuff unfortunately happened and they went on the newspapers straight away. But I don't see anything that would make people think that I'm bad or I'm crazy. I'm a normal guy.
"But I understand that football is really important and that everybody watches it. When you're famous you have to do photos or autographs, especially for the kids.
"Of course, even if you're the best in the world then some people don't like you and some people like you. What is important for me is that the people who know me for real, know Mario how he really is.
"People who don't know me, they read newspapers and they watch TV. Television is made to give a lot of opinions, so I can't show the real Mario to everybody."