The Spaniard spent 18 months with the London club before joining Atletico Madrid on an 18-month loan deal in January, which will be made permanent next summer.
Morata struggled for form and fitness during his spell at Chelsea, scoring 24 goals in 72 games in total.
The former Real Madrid and Juventus striker has started the new campaign in good form, with seven goals in 13 appearances across all competitions, and told COPE radio that returning to Spain has improved his mood.
“I'm happier now," he said.
"It wasn't a good time in my football life, I'd stopped enjoying it. At times I didn't believe in myself."
He added: "I was playing some games in England and I had the feeling that when I got into space, my teammates looked at me and I knew they thought I wouldn't do anything good with the ball.
"It was driving me crazy. I had a bad time."
One of the criticisms often aimed at Morata is over his ability to cope with the pressure that comes with playing at the top level of the game.
"I've smashed my phone after games,” he said.
“I've got home and thrown it against a wall.
“I had a back injury. I went to Germany for treatment... Two days later I played, my back hurt again, I had a terrible game.
“I had all these messages on my phone saying 'don't worry, good times are coming' and I threw it against the wall.”
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