Man City striker Dzeko: I felt for McClaren at Wolfsburg
The Bosnian endured a difficult time leading up to his January transfer.
"I liked Steve McClaren and I think he is a very good coach," he told the Daily Mail. "Why we didn't have success with him is difficult to say. Perhaps he was too nice - I don't know.
"I don't want to say too much about him but we had a good relationship. I am not surprised he was sacked as we were not having good results, but it's sad.
"It got a bit too much in Germany. Every day there was something new said or written about my future or my situation, and I had to blank it out otherwise it would just have hurt my head and messed me up.
"Now I am here I can relax and look forward."