The former Labour Party leader and Prime Minister, who starts in his new role in Brussels on October 1, said he was now more certain that he had made the right decision.
"I feel that it is more appropriate now than when I made the decision, because I was in doubt in the winter," he admitted, stressing that he was worried about leaving Norway rather than about the job.
"I was unsure whether it was right to say no to Norwegian politics and Norway, as I am so indescribably happy," he said, pointing out how much he loves Oslo and its surrounding forests, cycling, the Norwegian mountains, and his father Thorvald.
He said he remembered the "fear" he had felt when sending Norwegian troops to Afghanistan, four of whom died.
"It's something I think a lot about, and that is something that fills the job with solemnity and obligation to carefully consider the decisions you are making," he said. "It is a serious job."
Asked for the greatest achievement of his nine years as Prime Minister, he chose the government's management of the country's oil fund.
"We have succeeded in managing large revenues from oil and gas in a way that hardly any other country has managed in world history," he said. "We have done so in a way that has solidified Norwegian jobs, the growth potential of the economy and fair distribution."
Finally, he said that he was not looking forward to seeing his painting hung up in the headquarters of Norway's Labour Party.
"When you're hanging on the wall, you've really retired. Then it's the very end," he said.