The Ukraine striker failed to live upto his Ј30million price tag when Mourinho`s Chelsea originally bought him in 2006 from the Italian giants.
But just two seasons on, the forward has returned to his former club and has responded to the current Inter Milan coach`s suggestions he was put on a pedestal in Italy.
"It`s been said that I was treated like a prince, but that is not how it was," the 31-year-old told a press conference at the Rossoneri headquarters.
"Here I had difficult moments as well, which I overcame with work and sacrifice.
"Now I`m very optimistic because returning to Milan is like returning home."
The Rossoneri striker also hit back by saying that the West London club was run differently and that played a part in how he struggled to settle.
"When I was at Chelsea what I missed most was the organisation, the preparation and the atmosphere of this club, lots of little things that are nevertheless important," he added.
Former Arsenal defender Philippe Senderos echoed Sheva`s comments since his transfer to the Serie A side on their club`s website by adding: "Arsenal are a great team, but Milan are the greatest in the world.
"I`ve seen that players work more here in the Italian championship than in the English championship."