Bellingham was a key player as Real won the Champions League and LaLiga Double in his first season in Spain.
He told the Lions' Den: "I spent three very good years here in Dortmund, I had a lot of fun and I learned about a different football culture. It has been a fundamental part of my journey so far and I have learned a lot, not only on the pitch but also off the pitch.
"For the first time I had more responsibility as a leader within a team, so I was grateful for everything that happened there."
On being back in Germany for the Euros, Bellingham continued: "The atmosphere is different to Dortmund and it's always interesting when you go to different cities in Germany, because it's always based on the people and the jobs.
"Dortmund was very industrial, while here we are a bit more calm, but it's a nice place to have a base camp. Traveling around Germany and playing in stadiums that I have already played in in the past was nice."