The Saints had first option to buy the defender but Spurs nipped in to secure his services and the south coast club remain angry and are considering legal action against the club.
But despite the animosity between the clubs, the 28-year-old was keen to thank Southampton boss Ronald Koeman and insists the former Barcelona defender helped him improve as a footballer.
"I understand that there is some disappointment,” he told Sky Sports. “I have sent a text message to Ronald and thanked him for a great year.
“He gave me a lot of confidence and made me a better footballer. Thanks to Southampton I am able to be on the map again after a difficult year at Atletico.
"I understand that there is some disappointment,” he said. “I have sent a text message to Ronald and thanked him for a great year.
“He gave me a lot of confidence and made me a better footballer. Thanks to Southampton I am able to be on the map again after a difficult year at Atletico."
The Belgian contingent at White Hart Lane also played a significant part in Alderweireld's decision.
He has joined up with fellow international team-mates Nacer Chadli, Moussa Dembele and Jan Vertonghen in North London.
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