Jewell revealed: "On the day I left I jumped into the car, switched on the radio and heard that Stuart Pearce had been sacked from Manchester City.
"Straight away, two and two were put together. But I wouldn't have done that to Wigan or the chairman.
"I had the sort of relationship with Dave that, if a top club had come in for me, he'd have driven me there himself.
"He was disappointed and maybe he was trying to justify why I'd left but there was no malice at all. And no truth either!
"I spoke to him when I got the Derby job. I asked him about a £750,000 compensation clause in my contract to protect the club from me walking out to go to another club.
"Dave knew I didn't leave Wigan to go to another club. I just left them. So it was just a courtesy call to say 'look, that clause, you ain't going to hold me to it?' and he said 'no'.
"I love Wigan. Everyone ridiculed the club but Wigan proved a lot of people wrong and showed it can be done."