The Germany World Cup winner joined Juve on a free-transfer in June 2015 after five years at the Santiago Bernabeu.
Injury often hindered Khedira's progress in the Spanish capital and, although he has nothing but praise for Madrid's coaching staff, he felt he was under-valued on the terraces.
"In Madrid, I was appreciated by my coaches and 100 per cent fair, but I did not have this recognition in public," he told Kicker.
"If I did 10 good games, that was self-evident. If the 11th was not so good, it was asked whether or not I was good enough for the club."