The Hungary international, who scored 21 goals in 79 appearances in a Mainz shirt, made the move to the Royal Blues in the summer.
What looked like a step forwards in his career is not currently being reflected as such by the current standings which see Mainz five points ahead of their guests at the Coface Arena - but Szalai does not regret the move, even if he left behind some fond memories.
"I had many great years in Mainz and I'm really looking forward to seeing everybody again," he said on the Mainz website.
"I'm now 25 and at a point in my career where I could take the next step, and Schalke are a great club and they have given me this opportunity.
"As a child, I dreamt of being able to play in the Champions League and now this dream is coming true."
Before Szalai can realise his dream against Steaua Bucharest on Wednesday, he has to put his emotions to one side and help his side get three more Bundesliga points on the board, a task which is not going to be easy as he knows better than many.
"Everybody knows that Mainz are currently in good form, and not only since this season," he said.
"When I played for them, nobody liked playing against us. It's going to be tough to beat them, but we've shown in recent weeks how well we can play and that we are stable and I think it's going to be a really interesting game."
The return of Szalai has almost been ignored in Mainz this week as they had other issues on their mind.
Niki Zimling returned from international duty with an injury which rules him out for the next three weeks, upsetting his club who did not want him to play in the first place since he was carrying a knock anyway.
"I think it's perfectly fine that Niki wants to play for his country, but he went into it with false enthusiasm," said Mainz coach Thomas Tuchel.
"Niki is a big loss for us, but we always aim to cover for any individual losses."
Christoph Moritz, who arrived from Schalke in the summer, is therefore in line for his debut against his former club.