Martial joined Julen Lopetegui's side in the January transfer window on loan until the end of the season and has made six appearances so far, scoring one goal.
The 26-year-old was desperate to leave Old Trafford after getting starved of opportunities this season.
Martial started just two Premier League games this season, and made 11 appearances in all competitions, scoring one goal.
Before leaving United, interim manager Ralph Rangnick accused Martial of refusing to avail himself for a Premier League game at Aston Villa; an assertion the Frenchman denied.
Martial will be back in England on Thursday when Sevilla meet West Ham United in the Europa League round of 16 second leg.
"For me, it was the best option to play and enjoy football again. I lost it [love for the game] a little bit in Manchester because I was not playing," Martial told the Daily Mail.
"I feel very good in Sevilla. The city is very good and we are a good team so, for me, it's perfect. I'm playing so I'm happy.
"But I'm here just until the end of the season and that's it."
"I asked United to leave because I wanted to play," he added. "I still have a contract but they know what I want, so we will see at the end of the season.
"When he [Rangnick] arrived, my objective was to leave. I told him I wanted to leave and that's it.
"He talked to me and said, 'If you want to stay, with the way you train you will play if you keep training like that'. But I wanted to have a new atmosphere and a new club."
Martial has scored 79 goals in 269 games for the Red Devils, winning one FA Cup, one League Cup and the Europa League.