Dalglish wrote in the Mirror: "The powers at their club appear to have put their faith in the judgment of Begiristain and in that respect, the decision to sack Mancini was not a shock.
"It was disappointing that the Blues did not build on winning the Premier League title last season and Mancini must bear some of the responsibility for that.
"The favourite to take over is Manuel Pellegrini, who has done a fine job in difficult circumstances at Malaga.
"Whoever gets the job will effectively be appointed by Begiristain, I suppose.
"And if he gets the appointment wrong, he will have reason to start looking over his shoulder as well."