Reguilon, 22, broke into Madrid's first-team squad last season, usurping Marcelo as first-choice left-back for a period in the second half of the season under Santiago Solari, his former Castilla coach.
The left-back soon found himself playing back-up again once Zinedine Zidane returned and restored Marcelo to the starting XI in March, while the pre-season signing of Ferland Mendy from Lyon saw Reguilon's hopes of first-team football diminish even further.
Sevilla are coached by Julen Lopetegui, who initially promoted Reguilon to Madrid's first team during a short-lived spell for the coach at the Santiago Bernabeu last year, and the Andalusian club secured the full-back's arrival on a season-long loan in July.
Reguilon has been a revelation for Sevilla, starting seven of their eight LaLiga matches.
His impressive performances resulted in a first call-up to Spain's senior squad for October's Euro 2020 qualifiers against Norway and Sweden, suggesting Reguilon could have been an asset to Madrid this term, though he feels entirely at ease with his parent club.
"I have a very clear conscience because I left everything out there [on the pitch] for Real Madrid," Reguilon told AS.
"Others made that decision [to loan Reguilon] and I can't do anything but do my job to the very best. It's what I did in Madrid and I try to do it now at Sevilla.
"I left Madrid on good terms, I wasn't mad at anyone. Everything was a mutual agreement. I am an academy player and I owe everything to Madrid. It's impossible for me to leave in a bad way.
"I want to do my best at Sevilla and that's my only concern. The best way to make it difficult for Zidane is to play well for Sevilla.
"My plan is to run, perform and give everything in every game and next year, whatever happens will happen."
Reguilon is expected to return to Madrid at the end of the season as Sevilla do not have a purchase option.