"In Brazil everyone supports me, but in Madrid if I had three good games and then one bad one I would be on the bench. No-one can play well in every game," said the Brazilian winger.
The 27-year-old player has joined Los Merengues in 2005 and had an impressive start in La Liga. But he lost his starting place after being ruled out for five months with a knee injury.
"I also have a good impression of Bernd Schuster as he told me I was in his plans," added the Brazilian.
"However, even though Madrid didn’t want me to leave, I hate sitting on the bench and am facing this challenge at Roma with great enthusiasm as I want to improve.”
Cicinho arrived at AS Roma this summer in a move worth 11 million euros, penning a lucrative five-year deal with the capital club.