Seaman believes the 65-year-old can count himself hugely unlucky to be out of a job, having taken the club from the bottom of the table to Champions League challengers in his three-and-a-half year tenure.
"I'm shocked that Harry has gone," the former Arsenal and England keeper told talkSPORT.
"I can't believe they have let him go. He did so much great stuff there. He got them playing great football.
"At the start of the season and up to half way they were competing with Arsenal and I was thinking which one is the better team here.
"Obviously the second half of the season they didn't do so well but, to let someone like Harry go, what are you thinking? I'm baffled."