The former Real Madrid full-back was wanted by both Premier League clubs earlier in the transfer window.
But City emerged victorious in the race for his signature, signing the 26-year-old Brazil international for about £27m.
And the defender has since admitted he didn't lose much sleep over his choice.
"It wasn't a difficult decision to choose City over Chelsea," he said.
"The moment City called me and Pep called me, I knew what I had to do. Pep's words motivated me to be ready for this.
"It was very fast. I was training with Real Madrid and Pep called me and I was very motivated to make this change and start to work with him.
"Zidane tried to make me stay but I was sure I needed to change.
"I needed to think a bit more about myself and find a place where I had more options."
