The 22-year-old joined PSG on a free transfer after helping Italy to the Euro 2020 title where he was named player of the tournament.
Reflecting on his time in Milan, Donnarumma told Thursday’s Corriere dello Sport: “I stayed eight years there, it was my home, I have magnificent memories.
“I’ll always be a fan of the club. You can’t brush aside eight years, but I needed a change to develop, improve and become stronger.
“I felt the need for a change of scene, for a new reality.”
Donnarumma will be in competition for a place in Mauricio Pochettino’s team with experienced Costa Rican Keylor Navas.
“That’s an extra motivation, something which intrigues me,” he told the paper.
Yet to make his debut for his new club he is fully aware his arrival at the Parc des Princes is expected to help PSG in their pursuit of a first ever Champions League title.
“Last season the club didn’t win Ligue 1 but the real objective is the other one — the Champions League,” said the ‘keeper who has yet to figure in the competition.
Donnarumma moved to Paris on a five-year deal.
During his six seasons with the Rossoneri, the Naples-born goalkeeper made 215 appearances in Serie A along with 16 in Europa League matches and 12 in the Italian Cup (including the 2016 and 2018 finals).