The Spanish giants went down to Juventus in the semi-finals as Modric missed a huge chunk of the season, first with a hamstring injury and then with a knee problem that has ruled him out since March.
And the Croatia international says it was difficult to be so powerless as Barcleona beat Madrid to the title before Juve ended their European campaign.
“It was terribly difficult not being able to help Real Madrid in the Champions League,” he told Sportske Novosti. “I missed so many key matches.
“Last season was really difficult for me. I had some great spells with Madrid and with the Croatia national team but also a lot of bad luck with injuries.
"I am better now, but have not played much yet. I'll be there with Croatia, encouraging the team [against Italy in their Euro 2016 qualifier on June 12] and I think my team-mates will get a good result.”
Real Madrid finished second in the Spanish league and exited the Copa del Rey at the hands of city rivals Atletico, costing coach Carlo Ancelotti his job