The 23-year-old came close to joining Lyon in January.
“Such a soap opera is frustrating and exhausting. You realise a football player is just a toy,” Remy told France Football.
“On Monday, Nice’s sport director Eric Roy told me: ‘The transfer (at Lyon) will be sorted out’.
“But I am not playing for Lyon. When you show such an interest, you should finalise it.
“I have never asked anything, but L’OL has not been fair. I was keen to come back, seeing their strong insistence.”
Remy was also linked with Arsenal and Rennes.
He added: “There was Arsenal too, a club that makes me dream and I admire.
“It is nice to know they think about you and Rennes was a serious contact as I rate their coach Frederic Antonetti a lot and I was keen to join him, but Lyon was my priority, my family is living there.”
