According to fullback Hernandez, he was pressured to leave Milan.
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"I know I've been wrong - like the red cards against Fiorentina and Feyenoord," he told Sky Italia.
"My priority was to stay in Milan, but when a club leader calls you and says: ‘If you stay here, we'll put you out of the squad', what can I do?
"I was looking for something else."
Hernandez's deal with Al-Hilal runs to 2028.