He added: "It was not easy as the decision was a bit later so I could not say a proper goodbye to the team - and they had an away match [at Middlesbrough] so I could not tell them".
Schweinsteiger is reported to have signed a one-year deal with Chicago as a designated player, meaning he can be paid outside of MLS salary restrictions.
"But I don't want to stay I'm the Fire's key player, I just want to play my part as much as I can - Chicago has very good baseball, ice hockey and American football teams - and hopefully soon soccer".
The 32-year-old is set to be unveiled by the Major League Soccer side at a press conference tonight (1500 local time).
Schweinsteiger illustrious football career continues at the MLS where he will be playing for the Chicago Fire.
"I can feel there is something going on and I want to help this club".More news: Cheryl Burke will replace Abby Lee Miller on 'Dance Moms'
"I need more training sessions to have the right rhythm, where I want to see myself, but my head is more than 100 per cent and I feel quite comfortable".
"I had a great time there, especially with the team-mates and the staff there, it was a good time and I enjoyed it there".
Former Bayern Munich and Manchester United midfielder Bastian Schweinsteiger is the latest superstar to move Stateside as he officially joined the Chicago Fire this week.
The FIFA World Cup victor trained with Spanish side Real Mallorca before flying to Chicago in a bid to maintain fitness.
"The 32-year-old made 35 appearances for the Reds and scored twice, against Leicester City in the Premier League last season and Wigan Athletic in the Emirates FA Cup earlier this year".
Despite featuring sparingly this season at Old Trafford, Schweinsteiger is confident he can make an impact in the United States, where he is determined to turn the Fire's fortunes around.