Aghahowa played for Shakhtar for six years and has claimed that he was forced to sign a new contract or rot in the reserves after being priced out of the transfer market by owner Rinat Akhmetov who placed a £20 million price tag on the player.
"It was difficult for me in Ukraine," the 24-year-old said.
"My family could not stay with me because of the language barriers and the cold weather. My daughter had to go to school in Nigeria and I only saw them twice a year when I was with the national team.
"It was a frustrating time for me and one of the reasons why I wanted to move. There was interest from Manchester United and then Arsenal.
"The problem was that my president at Donetsk was not ready to discuss terms, he always put high fees on me to scare clubs away. There were a lot of figures about - sometimes they even said £20 million.
"My morale dipped, I didn't want to continue playing but I had to."
Aghahowa completed his move to Wigan in the January transfer window - Paul Jewell paying £2.1 million to bring the Nigerian to the Latics from Donetsk - and is already finding life easier than in the Ukraine.
"It is easier for me here [Wigan] because I speak English and it won't be so difficult to adapt. I understand what people are saying and my family will come live with me for the first time in years," he added.