Speroni only learned that Holloway had become the second Premier League managerial exit of the campaign when it was announced at a press conference in Soho last week.
"I had a great time working under him and it's always sad to see someone go," said Speroni to the South London Press. "I was a bit shocked. I wasn't expecting it right now.
"We know there was pressure - on the manager, players and everyone at the club. The manager is the fuse of the team. If things go wrong then he is the first to go.
"We had a lot of new players and have only had 15 training sessions together because of the international breaks. That is nothing. I wasn't expecting anything like this to happen. But that's life, you have to carry on."
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