The Spanish midfielder reveals that Los Blancos did not grant him the patience he deserved as a young player, and that he now hopes to succeed in Serie A
The 2010 La Liga Spanish Player of the Year joined his boyhood side at only 11 years of age but only made two substitute appearances for the first team before being sold to Mallorca.
In an interview with Spanish newspaper El Pais, Valero notes that it was impossible for him to succeed at the Santiago Bernabeu: "They made it impossible for me. I made progress since I was 11 years old and when you reach the top floor and they tell you that you can not go higher, you have to find somewhere else to keep developing."
"This was complicated further by competition, by the requirement that they have to win every year. A boy of 18-20 years need a little patience and at Madrid, that is impossible."
The 27-year-old was linked with a move back to Madrid earlier this year, though he eventually moved to the Viola after suffering relegation with Villarreal.
Valero has been a first-team regular at Stadio Artemio Franchi this campaign and is revelling in the free role given to him by new coach Vincenzo Montella.
"[Montella] likes to us play with the ball a lot, he has a more Spanish than Italian style," explained the Spain international.
There is a common stereotype that Spanish players cannot perform well in Italy, but Valero hopes to put an end to such misconceptions.
"I did this as a new challenge. I said let's try and go against everyone who thinks that a Spanish player in Italy can not play well," he said.
"[Football] is increasingly global and in recent years, Spanish players have decided to take the step of going abroad. We are not afraid to make our lives elsewhere."