Rodgers' Liverpool side came agonisingly close to winning the Premier League in 2014, but the Reds ultimately finished two points behind Manchester City.
The Northern Irish coach was sacked by the club 17 months later in what was his fourth season at Anfield.
Before agreeing to take charge of Celtic in May 2016, Rodgers turned down offers from England and China.
He enjoyed a near perfect first season at the Scottish club, leading his side to an unbeaten domestic treble.
"When I came out of Liverpool, I needed a break," Rodgers told the 'Liverpool Echo'.
"It was so intense. It was draining. We moved to London just to come away from it.
"I had offers from England and a couple from China where the money is very good, and that's tempting for a boy from Northern Ireland.
"But I had come out of one of the biggest institutions in the world and I had to find that pressure again. I've got that now.
"With Liverpool, you can go away from home and draw and that's okay. But Celtic, you have to win every game. It's a different pressure."
Despite not winning any silverware at Anfield, Rodgers insists Liverpool still holds a special place in his heart.
"I came as close as anyone there to the holy grail of winning the league," he said.
"That season, with the fans, it was special."