Robben has been superb in his first season at Bayern, instrumental in helping them clinch the domestic league and Cup double as well as steering the Bavarians to the Champions League final against Inter Milan on Saturday at the Bernabeu.
The 26-year-old Dutchman was Bayern's top scorer in the league with 16 goals while adding another four in the Champions League and three in the German Cup.
"This (return) is special. I know a lot of people there. I have not been back in Madrid since I left and to play a final there is just great," Robben told a small group of reporters after training on Monday.
"It makes me proud to return there. When I left it was a strange situation. They (Real) said 'we want to sell you because we need the money'. There was never any talk about football," said the 26-year-old. "Not a word about football."
Robben, who joined Real in 2007 from Chelsea, was sold in late August, despite featuring in pre-season training, to generate cash as the club splashed out 250 million euros to buy Ronaldo and Kaka from Manchester United and AC Milan.
But while Real failed to advance past the last 16, Bayern have surprisingly made the final, their first since they last won the Champions League in 2001.
"This has been my best season," he said. "But I am convinced that I can become better."
In Madrid he will meet fellow Dutchman Wesley Sneijder, who was also sold by Real - to Inter Milan - at the same time.
"In the preparation (with Real) I did well and even with the new players it could have worked out. Maybe with Sneijder and me it was the only way to get some more money (for Real)," said Robben.
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