Hazard spent seven years at English Premier League side Chelsea before moving to Spanish La Liga giants Real.
"I think that here the fans are really fans," Hazard was quoted as saying by Sky Sports ahead of Wednesday's Champions League group game against Paris Saint-Germain.
"In England there are not so many fans, people there like football and everyone, young people, adults, teenagers, are really interested in their football, but they are not so fanatical about their teams.
"At the time I was in Chelsea and we lost, we were disappointed as were the fans, but I never felt it was a disaster.
"When you are at Real Madrid, even if it is my first year, talking to the fans, they always expect you to win the Champions League," he said.
Hazard also spoke about his long-term dream of playing for Real Madrid.
"That is why I think there is so much expectation placed on this competition and that is why the club has won it more than any other team."
When I was at Chelsea, I already knew that my dream was to play for [Real Madrid] someday," he said.
"I hadn't expected to play seven years at Chelsea, but in the end everything went well and I had the chance to win something every year. I think that's why I stayed there so long."
( With inputs from IANS )