The Spain international striker left Santiago Bernabeu for a second time in a £70 million switch to Stamford Bridge.
While he has impressed during his short spell in England, Madrid have endured uncharacteristic struggles in front of goal.
The decision to part with Morata has been questioned on a regular basis, but the 25-year-old hopes that the Blancos will soon enjoy an upturn in fortune and forget all about him.
He told Telediario : “I don’t know if they miss me or not but it’s nice to hear what they are saying.
“I wish they didn’t have to say it though as that would mean things were going well [for them].”
Morata left Madrid after finding himself behind the likes of Cristiano Ronaldo and Karim Benzema in the attacking pecking order.
He has found regular football with Chelsea and has rewarded the Blues’ show of faith with 10 goals in 20 appearances.
Pressed on the biggest change he has experienced in England, Morata said: “To know that in every game there’s a real chance of playing, if you train well you are going to play.
“If I had been looking for things like money or a city, I would have stayed at home, where I had everything.”
While enjoying life in London, Morata admits that the Premier League has provided something of a culture shock.
He added: “Almost all players are athletes. Technically it is not like in Spain but the players are very strong physically.
“The changing rooms are smaller than the ones I've been in so far. Ours is made of wood!”
Should Morata be able to maintain the fine form he has displayed so far, then he should end the 2017-18 campaign with a place in Spain’s squad for next summer’s World Cup finals.
On that challenge, Morata said: "We hope that he [Ronaldo] scores many goals for Madrid but that he will be tired when the World Cup comes around.”