Montella had six months in charge of Roma last season.
"Perhaps Roma wanted a change of mentality, so they chose a foreign Coach like Luis Enrique who doesn't have the pressures or preconceptions," Montella told Sky Sport Italia.
"It was better for me to have a change of air, choosing a team that is less prestigious, but that will allow me to grow.
"I'm happy to be at Catania where I found a very organised, structured and competent club. I consider this to be the best decision I could've made right now."