The 31-year-old represented Paris Saint-Germain between 2017 and 2023, scoring 118 goals and registering 77 assists in 173 appearances for the club, before moving to Al-Hilal last month.
Neymar has joined Bono, Kalidou Koulibaly, Ruben Neves, Aleksandar Mitrovic, Sergej Milinkovic-Savic and Malcom at the club, who are currently top of the Saudi Pro League with 13 points to show from their first five matches.
Jorge Jesus's side recorded a standout 4-3 victory over the reigning champions Al-Ittihad last time out, with Mitrovic scoring a hat-trick in Jeddah.
Neymar is yet to make his debut for Al-Hilal due to injury, but he has been forced to defend his switch to the Saudi outfit and claimed that the top division is "maybe" now better than Ligue 1.
"Football is the same there, the ball is round, like everywhere else. Given the big names that make up the league, maybe this league is better than Ligue 1," L'Equipe quotes Neymar as saying.
"The training sessions are intense. I am hungry for titles, and I want to win with Al-Hilal. What people say doesn't matter to me. They said that Ligue 1 was weak, but I suffered the most there. [The Saudi league] is going to be interesting and I'm sure you're going to watch it."
Neymar has not played since February due to an ankle injury, but he is with the Brazil squad preparing for two World Cup qualifiers against Bolivia and Peru.
"I feel well, happy, but obviously I am not 100% fit. But my head is well, my body is well," the attacker said when asked about his fitness situation.
"I was going to play the latest match [of Al Hilal], but I was hit during training and the coach chose to leave me out, so I could come to Brazil.
"After a lot of pressure from family and friends [to return to the national team] you start giving value to everything you did.
"When you are with your people, your family, they put you in your place and make you see it is worth to continue being happy by wearing Brazil's shirt."
Al-Hilal, who are one of four Saudi clubs owned by the Public Investment Fund, could potentially hand a debut to Neymar in their next match against Al Riyadh on September 15.