The Turkey midfielder joined the Reds on a season-long loan from Real Madrid last summer but he made only 12 appearances before the deal was terminated in January.
The 24-year-old claims he was played out of position without explanation by Rodgers and is glad not to be playing under him.
Sahin, now on loan at Borussia Dortmund, told Spanish newspaper AS: "Brendan Rodgers wanted me to play as a 10. But I do not play behind the forwards.
"I spoke with him and asked him why I was playing there. It is not my real position. The boss could not answer me... still, I am not sorry about it.
"To play in the red jersey and be in Anfield is something marvellous.
"Maybe if I had not gone there I would not have been able to return to Borussia Dortmund. For that, I am happy.
"But I have left Brendan Rodgers, thanks be to God."
Sahin made his name at Dortmund before joining Real in 2011.
He said: "I feel well physically and mentally, everything is perfect. After returning to Germany, I feel much better."
- Sports & Recreation
- Borussia Dortmund
- Brendan Rodgers