Valdano believes the demands of the local fans has taken aback the former PSG star.
He told Süddeutsche Zeitung: "It's a question of adaptation. Mbappé left his country, France, for the first time and that took him sociologically out of his comfort zone. This may have led to a process of anxiety, and anxiety is the great enemy of the footballer.
"In France, football is not as culturally important as it is here in Spain. This can be seen simply on the television channel DAZN, which has perhaps 100,000 to 200,000 subscribers in France. Real Madrid, on the other hand, is not only the news leader on Sundays, but also on Mondays, Tuesdays, Wednesdays, Thursdays, Fridays and Saturdays."
On the reaction of Real Madrid to Manchester City's Spain midfielder Rodri winning the Ballon d'Or ahead of Vinicius Junior, the Argentine added: "This episode is an example of how a club (Real Madrid) can even surpass a country. No Spaniard had won a Ballon d'Or since Luis Suárez in 1960.
"Rodri's victory should have been a source of national pride. In Spain, the impression was that 2024 was not the year in which Rodri won the Ballon d'Or, but the year in which Vinícius did not win it. "