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At the end of the 2018 Super Rugby season, the former Highlanders and All Blacks star took up a NZ$3,063,512 to leave Kiwi shores and join Wasps for the England's Premiership Rugby competition.
Speaking to the Guardian, the 27-year-old said he felt joining the franchise as a marquee player came with added pressure.
"It's not that I don't love this but there are things that do get you down," he said.
"It's not all glitz and glamour. A lot of the time people just see the 80 minutes, they don't see what goes on behind closed doors and how winning and losing can affect players."
Sopoaga was recruited by Wasps to replace English star first five-eighth Danny Cipriani, who left the club to join Gloucester.
The move has been a tough one to get familiar with, with the former All Black admitting he's yet to find his best form.
"In New Zealand I don't think we watch enough Northern Hemisphere rugby to truly appreciate it. It's out of sight, out of mind. Because we don't see it we're like: 'Meh, whatever.'
"Now, being amongst it, you've got some very skilled players and some pretty wicked talent. England have a very decent pack, some electric outside backs and a world-class 10. If you can get a fully-fit England team playing with the mindset they did against the All Blacks last month they're going to give themselves half a chance."