The 28-year-old midfielder joined West Ham on a five-year deal yesterday after rejecting the offer of a contract extension at St James' Park.
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Asked for his reaction, Campbell told Sky Sports News: "Surprised?
"Yes, because Nobby is a very popular player up there and has done fantastically for the team, especially when they dropped down, coming up and then securing Premier League status the following year.
"He's the captain as well, so he is the figurehead at Newcastle, so it was a bit strange for him.
"I looked at the situation and it does look a little bit strange, but the business up there is slightly different."