The 27-year-old defender completed his big-money move to the Parisian outfit earlier this week for a reported €42 million.
Zlatan Ibrahimovic, who was officially unveiled on Wednesday, quickly followed Silva to the French capital, describing his transfer as a 'dream move'.
But Silva does not share the Sweden international's sentiments and admitted to having mixed feelings about his new challenge.
"I was happy with the transfer and sad about my exit from Milan because I experienced some strong emotions there," he said.
"This is football: one day you are here, the next day you are somewhere else. I had signed a new deal with them a week before.
"People call me a mercenary, which leaves me upset. I am not making more money at PSG. This is not my fault, I would like to apologise to the fans.
"This was a difficult situation for me: I did not want to leave Milan, and neither did my family. But it was a positive thing because [PSG sporting director] Leonardo and [manager] Carlo Ancelotti called me.
"When I joined Milan, it had also been Leonardo to call me. I really like him. PSG are a dream club, like Ibrahimovic said."
