The Senegal international left Chelsea for the Saudi Pro League last summer.
"I have found happiness again on and off the pitch. At Chelsea it was not what I expected, I was not used to not playing," Koulibaly told AS.
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"When the offer came, I understood that it could be the right decision. And it was so. I am happy and the league is growing with the signings.
"People underestimate the level of the Saudis. A lot of people thought we came here on vacation and they found out that's not the case. We have 27 straight wins and we won't stop until we win titles."