Madrid announced in December that a deal to sign Endrick, 16, from Palmeiras had been reached, with the player set to move to the Bernabeu when he turns 18 years old in July 2024.
The teenager has since suffered a dip in form with his club, scoring his first goal in five months as a second-half substitute in Sunday's 2-1 league defeat to Agua Santa.
"I need to keep working," Endrick told the Brazilian edition of GQ in an interview published on Wednesday. "That's what [Palmeiras coach] Abel Ferreira asks of me. I'm an adult, the same as the other players in the squad. Nobody should feel sorry for me or pat me on the head."
Endrick has made 12 appearances for Palmeiras in the 2023 Sao Paulo State Championship since his move to Madrid was confirmed, with eight starts, four substitute appearances and just one goal scored.
"I used to be aware of what people were saying about me. But not anymore," Endrick said. "I like TikTok, but when I see something about me, I move on quickly.
"Recently a story came out saying that I was in therapy, but that's a lie. The press don't know what's happening, and they publish it. But I can't do anything. If I come out and contradict everything they say, I'd spend all my time doing it."
Endrick has been one of Brazil's most highly rated young players since making his first-team debut for Palmeiras aged 16 last October, becoming the youngest goalscorer in the club's history.
Madrid beat competition from a number of top European clubs to clinch his signing, in a deal that Palmeiras president Leila Pereira described as "the biggest deal in the history of Brazilian football."
"Sometimes I ask myself: Why are there so many stories about me?" Endrick said. "I didn't ask for this. There are situations that cross a line. 'Ah, he's the new Pele.' Man, nobody is going to be Pele, he's the king of football.
"But there's nothing I can do, I can't ask people not to talk about my life. I always said I'd like all Brazilians to be able to be close to me, but I understand more and more that that's not possible, there will always be people who attack me."