"It was a difficult decision because it hurts to be leaving one of the most important clubs in the world, and a club with one of the best sets of fans," said the European Cup winner.
"I have enjoyed three great years there. There are several different reasons and the decision took a lot of thought, but Liverpool will always be with me because they always treated me very well.
"I have been lucky to win things there, but I did not want to let the opportunity pass to win trophies in Spain."