Speaking in Italy, which has granted him asylum, Abdul Rahman said in an interview with Italian journalists he also wanted to thank the pope for intervening on his behalf.
"In Kabul they would have killed me, I'm sure of it," said Rahman, 41, who is under protection in a secret location in Italy.
"If you are not a Muslim in an Islamic country like mine they kill you, there are no doubts."
He said his case was to serve as an example "to others who dared rebel."
Television footage of the interview show on Italy's RAI1 evening news showed a few people gathered around a small table, but did not reveal Rahman's face.
Silvio Berlusconi, the Italian prime minister, said Rahman arrived in Italy before dawn Wednesday, hours before the conservative leader announced that the government had agreed to grant him asylum.
His case has attracted wide attention in the West and led to calls by the US and other governments for the Afghan government to protect the convert.
The pope had appealed to Afghan President Hamid Karzai to intervene in the case after Muslim clerics in Afghanistan threatened Rahman's life, saying his conversion was a "betrayal to Islam."
In a letter to Karzai dated March 22, Pope Benedict XVI had said that dropping the case "would bestow great honor upon the Afghan people and would raise a chorus of admiration in the international community."
Rahman was released from prison on Monday after a court dismissed charges of apostasy against him for lack of evidence and suspicions he might be mentally ill.
Rahman, who converted 16 years ago while working as an aid worker for an international Christian group in Pakistan, was arrested last month after police discovered him with a Bible.
Italy has close ties with Afghanistan, whose former king, Mohammed Zaher Shah, was allowed to live with his family in exile in Rome for 30 years.
The former royals returned to Kabul after the fall of the Taliban regime.