The Algeria global was absent for two Leicester City matches after missing out on joining the Premier League leaders, who reportedly made a £60 million (A$106.40 million) offer on deadline day two months ago.
'It was a hard situation, but like I said, we've moved on now, everyone, the club, the chairman, me. Everything is very good. "At the moment I'm a Leicester player", Mahrez told Sky Sports.
Il Corriere dello Sport is reporting that AS Roma have reignited their interest in Leicester City star Riyad Mahrez. If we start talking about this it's like coming back to the transfer window and now I'm moving forward, trying to give my best for the team. Everything is good, so we will see in the summer if things come.
"It was hard, but I spoke with the players, I spoke with the manager, I spoke with everyone and everyone was OK, everyone was good", he said.
"It was not a genuine post and we have been working with Facebook to get it removed", he said.
"As my time as a football player comes to an end I would like to say few words".More news: Serena's Comeback, Her Greatest Challenge, Coach Says
"My mind, focus is on Leicester, that's all I'm focused on".
"That is all I am focused on, so the transfer window, I don't want to talk about it".
Mahrez said he regretted the way he had handled the situation but had thought it was the best thing to do at the time. The club handled it very well.
Mahrez was coy and diplomatic when posed the question about his summer plans.
Leicester ran a feature on Mahrez on their website on Wednesday looking at the impact of the player this season, suggesting the Facebook post was a hoax.
When I saw that at first I wasn't bothering because some people have nothing more to do with their life.