Former Arsenal trainee Kilkenny, 22, faces play-off rivals Doncaster at Wembley on Sunday in the biggest match of his career, but he admitted: "This time last year I was on my knees at Birmingham. I had to get out of there."
"That went on for a year. I was really down, it was the lowest I've ever been. I begged him to let me go out on loan. Luckily he let me go back to Oldham. I knew I'd be happy there.
"Alex McLeish said I could go. Hopefully, in three or four years we'll be in a better position than Wigan and I'll be here playing football in the Premier League."
Kilkenny was also wanted by rivals Doncaster but he said: "I couldn't turn down a big club like Leeds. I feel I made the right decision regardless of Sunday's result. All you want from your manager is honesty and the freedom to play."