Sow completed a move to the Turkish side this week, a surprise switch as he was the top scorer in Ligue 1 last season.
“I wanted to continue playing for Lille”, Sow told L’Equipe.
“Before the [winter] break I could not see myself leaving. I was surprised and disappointed.
“I know that football is like that, but I was not expecting it.
“Many people do not understand, myself included.
“I want the fans to know that I did not want to leave.”