There is a clip of him as a kid, where he says he supports madrid all the way. So, of course, he was asked about that a couple of times in interviews and such and his explanation is pretty funny: He said that as a kid he leaned more towards barca than madrid, but his main team was albacete, which played in la liga at this time. And so one day they played against barca, and they lost 0:7, and lil' iniesta said "this is an outrage" and started supporting madrid for a while
Good thing he doesn't carry a grudge, eh?