Xulu left the Brazilians for Russian side FC Rostov in 2012, and speculation was rife that we would return to his former employers, but it seems they never made an offer.
"Only Chiefs showed good interest and no other teams,” Xulu explains. “That's why I decided to sign for them.”
When pressed further on his decision to snub The Brazilians, Xulu added: "I think it won't be good for me to speak about Sundowns, I'm a Chiefs player now."
The 23-year-old defender says racist remarks made last year by his former coach at Rostov, Igor Gamula, were not the primary reason why he ended his three-year stay in Europe.
"All I wanted was to come home and play because my intention was not to be in Russia for too long.
"My three-year experience was priceless; I won the Russian Cup and played many games until I mentioned [to Rostov management] that I wanted to leave the club, that's where it started to be a problem and that's why I didn't play [anymore].
"The racial issue wasn't a problem for me as I've mentioned before. The only problem I had was that I didn't want to stay there [in Russia] for long and I had injuries which were a setback for me but then I decided to come back home.
Xulu has four Bafana Bafana caps to his name and says his desire to get back into the national set-up also influenced his decision to return to the PSL.
"I want to get back into the Bafana team. [But] I don't think putting myself under pressure to be selected for Bafana will be good for me. I just want to get myself back into South African football and after that I can focus on Bafana."