Donnarumma left PSG for City last summer after failing to agree terms over a new contract. PSG refused to meet Donnarumma's demands, so selling him to City for €30m.
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"I felt let down by PSG, because I adapted and spent a lot of energy on it, but the last few months were completely different," Donnarumma told Sky Italia.
"It disappointed me. I will never be able to explain it, but you have to accept it. I was disappointed with the way they handled the situation. It's a pity, but you have to move on.
"I will always be grateful for what PSG gave me. It was amazing. I will always be grateful for the fans. I will always go back to Paris. They gave me another home - such a fundamental part of my life. I will always be grateful."