The Russia international, who joined big spenders Anzhi Makhachkala last August after two seasons with Chelsea, also revealed that he wanted to join Bundesliga's Bayern Munich but instead was sold to the West London club.
"Then I had offers from both Chelsea and Bayern, and I wanted Bayern," Zhirkov, who moved to Stamford Bridge from CSKA Moscow for a reported 18 million pound fee in July 2009, was quoted as saying by Anzhi's website.
"[It was] because [former CSKA team-mate and friend] Ivica Olic was already playing for Bayern and in general I like Germany more than England. But in the end I was sold to Chelsea."
Zhirkov, 28, said that no matter how well he had been playing, the then Chelsea manager Carlo Ancelotti would always prefer England midfielder Frank Lampard.
"Psychologically I also feel much better in Russia because at Chelsea I had problems," he said. "For example, I would play 10 matches in a row, then Lampard would return from an injury and right away I would find myself seating on the bench.
"If you played well or badly it made no difference. It's not that I was offended but I just wanted to know why this was happening."
Zhirkov also said he had felt very lonely in London and accused Chelsea of not helping him to obtain a visa for his wife. "Why didn't they help me with the visa? I don't know. Maybe on purpose."
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