The midfielder was sold on transfer deadline day to Milan for just â‚¬500,000 given that he was in the final year of his contract.
â€śIâ€™m still not sure why Palermo allowed my contract to run down into its last 12 months,â€ť Nocerino said.
â€śI wasnâ€™t at an age or had significant enough wages which would have forced Palermo to sell me in that way.
â€śI donâ€™t know if there was someone there who didnâ€™t believe in me. I was disappointed at the start as I left behind some good friends.â€ť
Nocerino, who scored a hat-trick against Parma on Wednesday, added: â€śYouâ€™ll have to ask President Maurizio Zamparini about the decision.
â€śI was expecting to sign an extension to my contract and I was ready to. It looks like it was my fault that I left, that I wanted more money or that I wasnâ€™t happy. All of that is not true.â€ť