Last year, he finished just fourth in the drivers' standings, despite having what many believed was the very best car in the field at season's end.
"I was thankful that I had a car in which I was able to compete with Sebastian (Vettel) and co," he said in an interview with Germany's Sport Bild.
"But maybe I had just been with McLaren for too long.
"Anyway, I realised that I didn't want to spend the rest of my life there. At Mercedes, everything is new, also the challenge -- which is huge.
"And I'm fine with that. I just needed a change of scenery."