Gian Piero Ventura said he had endured a difficult week after being sacked as Italy coach following their failure to qualify for the World Cup.
Ventura was axed on Wednesday after 15 months in charge following the 1-0 aggregate playoff defeat to Sweden that saw Italy miss their first World Cup in 60 years.
"These have been, and are, difficult days for me, with deep sorrow," the 69-year-old told ANSA on Friday.
"I feel incomplete since I did not reach this objective of the World Cup.
"Managing the national team gave me a feeling of belongingness and pride which I had never felt before, because there can be nothing bigger.
"I worked with everything I have, with seriousness and professionalism. I was unable to succeed where I was convinced I would be able to, in charge of a group of lads who I will never stop thanking."
Ventura added that Italy's failure "cannot be explained with just one truth," and said he hoped his successor would be more successful.
"I will be the No. 1 fan," he said. "I wish my successor all the best in getting Italy back where they belong."
Although he was sacked on Wednesday, Ventura will continue to receive a wage until his contract was due to expire, at the conclusion of the World Cup.
He had negotiated a two-year extension earlier this year, but that was linked to Italy qualifying and will not now be activated.