Stamford Bridge boss Carlo Ancelotti tried to convince the Brazil playmaker to follow him from the San Siro to England, but the appeal fell on deaf ears.
Kaka, who insists he had no intention of leaving Milan until their botched attempt to sell him to Manchester City, was only prepared to consider a move to the Bernabeu.
Real deak: Kaka turned down an offer to join Chelsea
'It came to a point where it was better for both Milan and I to part,' he told Spanish radio station Cadena Cope.
'When Milan opened the doors for me it was a sign. I no longer shared the same motives as the team.
'And if there came a day when I had to leave Milan, I had always wanted to play in Madrid. I was able to go with Ancelotti to Chelsea, but I told him it was my dream to go to Madrid.'
It was not only Kaka who frustrated Chelsea. Atletico Madrid recently admitted they received a mega offer from the Blues for striker Sergio Aguero, while Bayern Munich admit the best bid for Franck Ribery came from Roman Abramovich's side.
Chelsea's only big-money summer recruit was Yuri Zhirkov, the Russia winger who signed for £18million from CSKA Moscow, which raises questions about whether they will look to splash out in January before the threat of a transfer ban kicks in.
Father figure: Ancelotti tried to persuade Kaka to follow him from AC Milan to Stamford Bridge
Kaka signed on at Madrid for £56m in June, five months after refusing to go to City when Milan had accepted a £100m bid.The 27-year-old has no regrets, though he believes Ancelotti has made Chelsea the best team in the world right now.
'They have everything. They're playing very well,' he said.
The former Sao Paulo star believes the dominance of English sides will make it difficult for stuttering Madrid to achieve their target of winning the Champions League in their own stadium in May.
'The English teams are very difficult (to beat),' he said.
'Also, there are Inter Milan, Juventus and there are always surprises. We will do everything possible to win at the Bernabeu. This is the goal for all of us. But we still have to improve a lot for this to happen.'
Madrid are perceived to be struggling, particularly since Cristiano Ronaldo was injured in late September, yet they sit top of La Liga going into Sunday's 'El Clasico' against Barcelona at the Nou Camp.
Guess who's back? Cristiano Ronaldo has returned to training after an ankle injury
Ronaldo, back in training, is expected to play some part in theChampions League match against FC Zurich on Wednesday in preparationfor the big game.
Kaka said: 'Barcelona play better than usbecause they have played together for a long time and that makes thedifference. Finding understanding between players takes time.
'So Barcelona play better, but we are better. We are the leaders.'
Kaka has no doubt that Madrid is a place he will 'win many titles, because it is a great club'.
'Big clubs have cycles,' he added.
'Atsome point, Real will win many things. The team needs some time to gel.We're improving, we have improved a bit from the start of the seasonuntil now.
'And we keep improving by playing well and winning each game.'
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