Julio Baptista believes Real Madrid's lack of stability is hurting the players heading into 2016.
The Brazilian played for Madrid from 2005-2008, with a loan spell at Arsenal for the 2006-07 season, and played 76 games and scored 13 goals for the Spanish giants.
"[At Madrid] if in a year you gain nothing, you don't have to change the coach," Baptista told AS.
"In 2015 [under Carlo Ancelotti], Madrid won nothing, but the year before won the Champions League.
"Sometimes you have put things in perspective to see if it is worth making a change."
Baptista said that while he was not in a position to comment if Ancelotti's sacking was a mistake, he felt the club had a history of turbulence when stability would have been favourable.
"Players need stability and changing the coach is no guarantee of success," Baptista said.
"You can hire the best in the world, but there are dynamics and if the players do not understand the coach, it is very difficult to achieve in the first year.
"I'm not saying there is a fault, but you have to look at it."
"I would prefer to return to Europe, I love Spain," Baptista said.
"But if there are no good choices, I would prefer to play somewhere other than Brazil."
