Javi Gracia described his sacking by Watford as "unexpected" and "abrupt" but insisted he has not fallen out with the club's owners after he was replaced by Quique Sanchez Flores.
Watford terminated Gracia's contract on Saturday after the Hornets claimed just one point from their first four games of the Premier League season.
The decision to bring the curtain down on Gracia's 20-month spell in charge came as a surprise to the Spanish manager, who reflected on having delivered a mid-table top-flight finish and a run to the FA Cup final in 2018-19.
In a statement, he said: "After the unexpected announcement about the termination of my contract after only four matches, I want to express my surprise after completing the best season in Watford's history."
Gracia took charge at Vicarage Road in January 2018 and helped the club to a 14th-placed finish, picking up three wins and a draw from his first five matches in charge.
Watford then started the 2018-19 season in fine form, winning their first four league games, and Gracia's position appeared to be secure after he guided them to the FA Cup final.
Hornets captain Troy Deeney spoke in support of Gracia before he was dismissed, and the 49-year-old paid tribute to those who backed him during his spell at the club.
"I respect this decision and I'd like to reassure the excellent relationship I have with [Watford owner] Gino Pozzo and [technical director] Filippo Giraldi, and this is not going to change despite my abrupt exit of the club," Gracia said.
"I am grateful to this club for allowing me to manage this great club in the Premier League, it has been an incredible experience, with very special moments like the FA Cup final I had the privilege to enjoy."