The midfielder is the first American to play for Juventus.
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McKennie told DAZN: "I don't think I've yet realized what it means to be the first American to play for Juventus. I'll realise that at the end of my career.
"Did anyone in the past think I wasn't up to the task? Well, I think the facts speak for themselves and show what I've achieved so far. Everyone has their own opinion."
He also revealed: "I wasn't always sure whether to play soccer or (American) football. When I returned from Germany at nine, I played both sports, then I made my decision, together with my mother.
"I told her I loved soccer a little more than football, and she told me that, at that point, the decision had already been made; so I focused on soccer."