Pardew was sacked by the Saints three years ago before being handed the Newcastle job.
Expanding on his Saints exit he said: "I felt it was an injustice to lose my job.
"I'm not the first manager to say that.
"I always felt it was not a football decision."
But he insisted he has no regrets, Pardew said: "The fans were brilliant there.
"The players were with me, but the decision was made, and there was nothing I could do about it."
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