Neymar was not part of PSG coach Luis Enrique's plans for the new season
The 31-year-old forward moved to the Saudi Pro League from Paris St-Germain in August for about £77.5m and add-ons.
Neymar joined Al-Hilal in a transfer window that saw Saudi clubs spend more than £700m on overseas players.
"For the names that went to Saudi Arabia, I wouldn't be surprised if the Saudi league is better than the French," he said.
Saudi clubs' spending this summer on international transfers was second only to the Premier League, whose teams spent just under £1.6bn on overseas deals, according to figures from football governing body Fifa.
While Al-Ittihad were unable to prise Mohamed Salah away from Liverpool, Salah's former team-mates Jordan Henderson, Roberto Firmino and Fabinho were among the Premier League players to move to Saudi Arabia.
| Notable Premier League departures to Saudi Arabia |
|---|
| Al-Ahli: Allan Saint-Maximin (Newcastle), Riyad Mahrez (Manchester City), Edouard Mendy (Chelsea), Roberto Firmino (Liverpool) |
| Al-Ettifaq: Jordan Henderson (Liverpool), Demarai Gray (Everton) |
| Al-Hilal: Ruben Neves (Wolves), Kalidou Koulibaly (Chelsea), Aleksandar Mitrovic (Fulham) |
| Al-Ittihad: N'Golo Kante (Chelsea), Fabinho (Liverpool) |
| Al-Nassr: Aymeric Laporte (Manchester City), Alex Telles (Manchester United) |
Saudi clubs also lured Neymar's PSG club-mate Georginio Wijnaldum, Real Madrid's Ballon d'Or winner Karim Benzema and Bayern Munich's Sadio Mane.
Others to make the switch to the Saudi Pro League have included Inter Milan's Champions League final captain Marcelo Brozovic, Barcelona's Franck Kessie, Celtic's Jota and Lazio midfielder Sergej Milinkovic-Savic.
There could have been a new world-record transfer too. PSG gave Al-Hilal permission to talk to Kylian Mbappe after making a £259m bid, but the forward opted to stay with the French champions and Neymar was sold instead.
Neymar helped PSG win five Ligue 1 titles although his time in Paris was hampered by ankle injuries after moving from Barcelona for a record fee of £200m in 2017.
Speaking at a news conference while on Brazilian international duty, Neymar said: "I can assure you the football in Saudi Arabia is the same. The ball is round, we have goalposts.
"There's no secret. We have intense practice there, the thirst to win is still big.
"I want to win trophies with Al-Hilal. It doesn't change much."
Several Premier League managers have criticised the Saudi deadline closing almost a week after Europe's major leagues.
Last week, Liverpool boss Jurgen Klopp said the Saudi Pro League feels more like a threat than not. Klopp feels there is a need to "protect the game and make sure European leagues stay as strong as they are".
Meanwhile Henderson, who has been a vocal ally of the LGBTQ+ community, said he was "really hurt" by criticism of his transfer.
His move has been questioned by some LGBTQ+ campaigners, as same-sex sexual activity is illegal in Saudi Arabia.
-- Courtesy of BBC Sport