The veteran defender broke his contract with LaLiga champions Barcelona to move to the Saudi Pro League and Cristiano Ronaldo's Al-Nassr.
He told Footboom: "I could have thought about it more if I had more time left on my contract. I was earning well at Barcelona and my family was happy.
"It was a difficult decision because I have to support my wife and daughters, but I'm sure that with a few more years left on my contract with Barcelona, I would have hesitated.
"When you see an offer like that, it's hard to believe at first. No one is prepared for a contract like that, at least not me. I've always sweated on the pitch, climbing the ladder with hard work and commitment. But when something this big comes along, it changes you, especially your family."
Emotional chat with Flick
Martinez was a first-choice for Barca coach Hansi Flick last season and recalled his talks with the German about leaving.
He added, "I spoke to Flick when I returned from the tour. I was direct with him, knowing he would understand: I had a year left on my contract and I'm 34 years old. Opportunities like this don't come along often, and it's hard to pass them up.
"It surprised him, but he understood within minutes. Our chat was pleasant but emotional: we thanked each other. There was no tension, but he was shocked; you realize that the journey is coming to an end and he will no longer be able to count on me on the team. I knew how much I meant to him."