The Morocco international moved to San Siro on a permanent deal having spent two years on loan at Borussia Dortmund for a fee in the region of €40million, before another big-money switch to PSG a year later for around €68m.
Hakimi will face his old club in the Champions League on Wednesday (AEDT) when Madrid visits Parc des Princes for the first leg of their round-of-16 tie, and he insists that despite only making nine LaLiga appearances for Los Blancos, he has no ill feelings towards them.
Speaking in an interview with Marca ahead of the game in Paris, Hakimi said: "It is a nice game to play and as you know it is a team I have in my heart for everything they have given me. They made me as a person and as a player, and they made me learn. We are going to prepare very well for the match."
When asked why he left the Spanish giants, he replied: "It is true that when you join Madrid for the first time you come from playing for the Castilla and it is normal that the club does not bet on you so much because you are a young player.
"But then when I left for Dortmund, I went on loan and had two great seasons and I had to come back and decide. And then Madrid, I think, were still not betting on me, although I was able to keep playing at a high level.
"And then when I left for Inter after being transferred there was also a purchase option for Madrid and they didn't execute it either, so I think Madrid didn't want to bet as much on me as other clubs. And I'm happy because I think these clubs were not wrong to bet on me."
The 23-year-old has had six goal involvements (three goals and three assists) in 27 appearances in all competitions this season for Mauricio Pochettino's side, and says he has settled well in Paris.
"The truth is that I feel very comfortable, as though at home. The people have received me very well, the club, the fans... Even before I came, I could already feel the affection, the club bet on me and made great efforts.
"The coach too, we had quite a few conversations and he gave me his confidence. The players have also received me very well and tell me to always be calm and enjoy myself. That's why I also feel good with them, and I give my best."
Hakimi was also pleased to be reunited with another former Madrid player, Sergio Ramos, who joined PSG on a free transfer at the end of last season.
Ramos – who won multiple trophies in the Spanish capital, including five LaLiga titles and four Champions Leagues – has only played five games for PSG due to injuries and suspension since arriving in France, but Hakimi believes he will be an important player at the club.
"We had [been together] at Real Madrid and he treated me very well despite being young and coming from the academy. We have a very good friendship," Hakimi said.
"The truth is that he surprised me that he left Real Madrid, but I'm happy to have him with us... I know he's going to make us grow a lot because he's a leader and an experienced player. He is going to be good for PSG."