Congo was arrested in Madrid on Tuesday along with 10 other people after being implicated in a wider investigation into the illicit drug trade.
"I'm at home, I'm free from any problems," Congo told El Chiringuito, as translated by Marca.
"Everyone has the possibility of getting mixed up with people who maybe don't contribute to you and that don't have a good influence on your life.
"I went out for a run and when I got back home, [the police] were at my door. I went with them and that's what happened. They treated me very well, I had my hands tied.
"The police told me that I have to avoid people who don't do me good, that I have to be aware of things and do them differently.
"They were following me for some time. They know the type of person I am, but they needed to listen to me and ask my opinion.
"The most logical thing is to speak to them when these types of things happen. They were very respectful with me, I was declaring [making a statement] for an hour."
Congo also denied being involved in drug trafficking, despite being presented with photographic evidence of him and other suspects.
"They tell me that I've got something to do with the trafficking of cocaine, but I've got nothing to do with it," he added.
"Like every person, you look for ways to make a living. I do business with one person from those photos, but with emeralds. He has all the legal papers about that.
"I've tried to generate a working life through this friend, which is where the link is. I've always asked for everything to be written down, to do it in the best way possible. He was a person who helped me."