The England Under-21 winger was linked with a move to the Spanish giants in the January transfer window.
He said: “I was so flattered to be linked with Real Madrid. It was a fantastic feeling.
“I was receiving so much stick off all the lads about it, though. They weren’t having it one bit but I was so flattered.
“I was getting all the shouts in training, ‘Galatico’, ‘Raul’, you name it.”