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Arsenal because he did not "want to win trophies if I was sitting on the bench".
He joined Southampton from title-challengers Arsenal this summer in a £25m move on a four-year contract.
Last season David Raya replaced 26-year-old Ramsdale as the Gunners' number one.
The former Bournemouth and Sheffield United keeper made just six Premier League appearances that season, but has started Southampton's past four top-flight matches.
"If I was sitting on the bench, it [winning a trophy] wouldn’t have meant that much to me," Ramsdale told BBC One's Football Focus when asked about his move.
"I just wanted to play football. As a kid I wanted to play football to play, not to just sit on a bench.
"Getting out and playing was my aim so I'm lucky I found myself here at Southampton."
Southampton, in 19th, travel to third-placed Arsenal in their next match on Saturday, 5 October (15:00 BST).
Southampton have picked up just one point from six league matches this season, at home against fellow newly-promoted club Ipswich Town.
Last time out, a 3-1 defeat at rivals Bournemouth, Saints had almost 60% possession but only created three on-target chances.
Ramsdale, though, believes manager Russell Martin will not be too concerned with his side's start.
"Martin is top," he added. "His enthusiasm, the way he wants to play, the way he wants to do things - he's going to stick by it.
"He's not going to change because other people say he needs to."
