The Liverpool defender has been frozen out of the first team having fallen behind Andrew Robertson in the pecking order.
Moreno, 26, has struggled to settle in England following his £12million move from Sevilla in 2014.
**PREDICT FIVE RESULTS AND WIN £25,000 – FREE TO PLAY HERE**
He has made only two Premier League appearances this season and four in total in all competitions.
“I do not feel good. That is the truth,” he said.
“I hurt myself giving everything for this team. And I think that when I came back from injury, I deserved an opportunity.
“The situation is normal for a lot of players. But simply I did not like the way he (Jurgen Klopp) has treated me. You can say that.”
Klopp has led Liverpool to an unbeaten season in the Premier League so far and they are currently six points clear at the top and huge favourites to win the title.
They face Arsenal at Anfield on Saturday – their last game of 2018 before the January transfer window opens.
Moreno claims he could leave in the winter window and refused to rule out a return to Spain.
His contract expires at the end of the current campaign and he can talk to clubs to arrange a free transfer in the summer.
However, Liverpool might look to recoup some cash by selling him in a cut-price deal next month.
“Moving back to Spain is something I have thought about,” he added.
“I am tired of the cold here but I do not know about interests from other clubs.
“I am in my fifth year here. There is no agreement on a renewal and in January I am free to listen to any offer.”
Barcelona have been linked with a shock move for the left-back as they look for competition for Jordi Alba.
Arsenal are also reported to be interested in him.