The Brazil attacker attracted major interest from Liverpool, Manchester City and Arsenal over the summer. However, the market shut with Rodrygo still a Los Merengues player.
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Despite some doubts between himself and coach Xabi Alonso, Rodrygo started for Real in victory over Olympique Marseille for their opening Champions League tie.
Afterwards, Rodrygo said: "The summer transfer window? I'm used to it. Every year, they tell me I'm leaving.
"Every week, I was in a different team. I joked with my parents and said, 'Look, this is my new team.' I knew I wanted to stay here, at home."