Mahrez has since attempted to engineer a January move to Manchester City, but he was forced to stay after several big money bids were rejected.
'It was a hard situation, but like I said, we've moved on now, everyone, the club, the chairman, me.
"Everyone to be honest has been very good and it's the past now". Like I said, when my teammates and the club was behind me it was very easy to come back. I don't really want to talk about this because it's in the past.
Mahrez added: "Manchester City is a good move for everyone".
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"It was hard, but I spoke with the players, I spoke with the manager, I spoke with everyone and everyone was OK, everyone was good", he said.
Mahrez returned to action in Leicester's 5-1 defeat to Pep Guardiola's side on February 10 and has played in all three matches since, including the 1-1 draw with Bournemouth last weekend, in which he scored a dramatic late free-kick.
"In football players come, players leave".
The Algerian worldwide subsequently skipped training, effectively going on strike in protest at what he considered to be Leicester denying him a dream move he has been promised for several transfer windows.
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"Now I'm moving forward, trying to give my best for the team, and that's most important".
"I heard some people saying I hadn't been talking to the club but I was always talking to the club". So my mind and my focus is on Leicester. "There's still 10 games to go - nine in the league and one in the cup".
"I want to thank everybody for the kindness and support they have shown me in this incredible city, you will be always in my heart". "So I don't want talk about the transfer window".
Mahrez also brushed off the hoax retirement announcement posted on his Facebook page this week. "We had some discussions and we moved on".
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