Schurrle moved to Wolfsburg for a club record fee of £24m on Monday.
He said: “I wanted to stay but the last weeks or last month I tended towards changing something because I wanted to do what is fun for me and that is to play football.
“I still love this club, the staff are amazing. I developed my game. I improved myself there. I was a different player when I came to Chelsea. It helped me a lot.”