Columbus himself tells this story.

It was in disgust with the bad faith the king showed in this transaction that he left Lisbon to offer his great project to the King and Queen of Spain.
In a similar way, a generation afterward, Magellan, who was in the service of the King of Portugal, was disgusted by insults which he received at his court, and exiled himself to Spain.

He offered to the Spanish king his plan for sailing round the world and it was accepted.
He sailed in a Spanish fleet, and to his discoveries Spain owes the possession of the Philippine Islands.

Twice, therefore, did kings of Portugal lose for themselves, their children and their kingdom, the fame and the recompense which belong to such great discoveries.
The wife of Columbus had died and he was without a home.

He left Lisbon with his only son, Diego, in or near the end of the year 1484..