Nick Kyrgios made an "easy" decision to snub participation in the Davis Cup with Australia but take up the chance to earn a seven-figure sum in Saudi Arabia.

The 27-year-old is competing at the Diriyah Tennis Cup exhibition event in Riyadh, with the three-day, 12-man event coming with a prize of $1million for the winner.

Davis Cup captain Lleyton Hewitt and Australia number one Alex de Minaur have both revealed they tried to persuade Kyrgios to compete in Malaga last month, with their attempts ultimately being in vain.

The Wimbledon finalist referenced the negativity he has endured in his career from his homeland as a reason for his snub, saying participation in the Davis Cup "doesn't really make sense".

Australia ended up finishing as runners-up to Canada.

"Maybe if Australia embraced me a little bit more, I would play it and bring home the trophy. But who knows? At this point of my career, I'll always do what's best for me," Kyrgios told AAP News.

"I can travel around the world playing exhibitions around this time of year for six figures - you know I feel I put myself in that position - so it's an easy one for me.

"I'll easily take time with my family and my girlfriend and enjoy experiences around the world and earn that type of money rather than play a week away in something where I wouldn't be able to be with my girlfriend and I'm not getting paid that well.

"[That] doesn't really make sense to me and my progression as an athlete."

Asked whether he could envisage himself playing in the Davis Cup again, he added: "Maybe, who knows?

"Adding another week in Europe in Malaga wasn't really what was on my wish list. If it was in Australia, maybe it would have been a different story. But who knows?

"It's not always easy for me to erase everything in Australia that's said negatively about me or my family, you don't need that - so it's interesting that they really want me to play, but are always criticising.

"Look, I've always been one of the best players in the world - I’ve always held up my fair share of the bargain towards Australia.

"I feel like this is the first year I've earned respect when it should have been given when I first came on tour.

"I've represented them, put them on the map, and having produced one of the most successful male years in the last decade for Australia, and am only just getting embraced [now] - I don't think that's my fault."