Redknapp wrote in The Sun: "When I turned up for my meeting with Daniel Levy I didn't know what to expect.
"I was just told by the chairman that he had spoken to the owner of the club and things were changing. I wanted to stay but that's life.
"I left there at 4.15am on Thursday and drove home - listening to Magic FM all the way home. That's my kind of music. I don't feel bitter, nor regretful, there's no confusion or anger.
"I'm certainly not down. There are people in this country who wake up every day and have to go to hospital to see members of their families who are dying or look after sick kids.
"What have I got to have the hump about? It's football, it's how it works. I just want to move on with my life.
"I leave the club in great shape. They have a team which is capable of winning the Premier League in a couple of years time and I walk away with my head held high."