"I have been affected by all of the transfer speculation," the Brazilian midfielder said as reported by Calcio Italia magazine.
"I have not spoken to that many people in the last few days in order to not disturb my colleagues, but this Real saga has now finally come to an end."
Milan beat Red Star Belgrade 1-0, inching them closer to the group stages of the competition.
Kaka remained critical about the team's performance, but even more critical of the added pressure the match-fixing scandal's verdict put on the team.
"We did waste a host of scoring opportunities, but we did all that we could do in the circumstances," Kaka said.
"I would say that 1-0 is a positive result but not a great score line. We certainly know that it is not going to be easy in the return leg."
Kaka was frustrated at the point demotion his team suffered during the trial, but said he was confident that they will regain their ranking in the Champions League.
"We didn’t deserve to be forced to play at this stage of the competition," he said.
"We struggled a little, but we proved ourselves to be protagonists and we will win back our place in the Champions League."