The 42 year old was captured in the west African country's capital Timbuktu in 2011, along with two other men.
Five years and eight months into his captivity under al-Qaeda, after days travelling through the Sahara swapping cars and dodging surveillance aeroplanes, a driver turned to South African hostage Stephen McGown and said, "You are free".
In his first appearance before the media since his release, McGown, still sporting long hair and a beard from his years in captivity, said his captors did not know his nationality when they caught him.
"You want to believe, but you're exhausted of really coming down with a bang after they tell you you should be going home soon".
Dutchman Sjaak Rijke was also seized with Mr Gustafsson and Mr McGown but was rescued by French forces in April 2015.
"I did my best to see the best in a bad situation", he said. "I didn't want to come out an angry person and be a bigger burden on my family".
He paid tribute to his mother who died in May, saying she was "an wonderful lady and I can imagine the difficulties she went through".
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But I think they saw it as their duty to accept it, even though I have a hard time believing that they actually believed me'.
However, Mr McGown, who said he initially believed the group was "pulling my leg", said he was well treated, particularly after he converted to Islam. But Imtiaz Sooliman said the extremists' initial demands started at 10 million euros per captive.
He described how al-Qaeda militants gave him clothes, food and medication, but despite that, "you always knew you were a prisoner", he added.
'Before the desert, I was a Christian.
The South African government has insisted that now ransom was exchanged for their release, but somereports suggest as much as $4.2million (£3.2million) was given to liberate the prisoners. I entered [Islam] of my own accord.
"I see many good things in Islam".
McGown said he was "in the dark" about world events over the last six years as the hostages only had a radio for a short time and no books in English.