Ranieri was shown the door just as Cech arrived.
The Blues' Player of the Year Cech told The Sun: "At Chelsea, one day you have a manager - the next day you have someone else.
"One day you play for Chelsea, next day you are somewhere else. So you learn very quickly that everything can change very suddenly.
"It was a strange situation with Claudio. He was the manager who bought me for Chelsea.
"It was February 2004 and it was agreed I would join at the end of the season. But when I flew to London to sign the deal Chelsea were playing away and he was not there. And when the summer came he was not there again - he had been sacked. So the first time I met him was when he came back to Chelsea last season to monitor our training.
"It was funny. I said to him 'Finally it's nice to meet you! It's only been seven years!' But that's how football is.
"When I signed for Rennes I had two bosses in my first season - the one who signed me was sacked after eight games.
"I came back from international duty and there was another guy in charge.
"I was much younger then and thought 'Oh no, a new manager! This will be really tough'.
"But these days I'm used to it. And although we keep changing managers it's always me in goal and I'm proud of that."