Mahrez, born in Sarcelles, started his playing career in his hometown club AAS Sarcelles in 2004. Five years later, the Algerian winger turned out for French fourth-tier club Quimper before joining Le Havre.
At Le Havre, Mahrez played together with France international Benjamin Mendy before switching to England with Leicester City in January 2014.
However, the skillful winger revealed his initially scepticism about the move because of his playing style.
"I thought I was never going to play in England, I thought I was going to play in Spain or France. I thought it was more my type of football," Mahrez told SkySports.
"But in life you never know, you're never sure about anything. When I arrived here I found the football I like, the football I want.
"I arrived at a club where they made it easy for me. They were first, winning every game and we had a good team at the time. It was easy for me to settle and be involved in goals. We always had the ball, so it was a good start for me, to settle in England and English football.
"After that, when I was playing, I found it very good. Box to box - I love these games."
Mahrez prove to be a brilliant swoop for Leicester and was part of the squad that helped them gain promotion to the English top-flight the following season.
After avoiding relegation to the Championship in 2014-15, the 27-year-old guided Leicester City to lift the 2015-16 English Premier League title and was crowned the PFA Player of the Yearly after bagging 17 league goals.
The Algeria international who saw a move to the Etihad Stadium blocked in January revealed how he managed the transfer dissapointment before eventually joining Manchester City on a club-record fee earlier this summer.
"I knew it was Leicester who tried to block me. They wanted to keep me. It was fair from them, they wanted to keep their best players," he added.
"It was [tough] a little bit, but after the window closed I always got back to my football and I forgot everything. I always gave everything for them.
"It would only happen if I was performing on the pitch, which I was doing, or trying to do, and I did it last year as well. That's why I was always confident about it."
Mahrez was introduced as a 64th minute substitute for Pep Guardiola's side who hammered Huddersfield Town 6-1 in Sunday's league encounter.