"You can understand it," said Shearer. "The vibe I've been getting from the guys I know is that they had an excellent team spirit. And you've got to say Chris has created that.
"He's got some players who looked as if they were on their way out playing very, very well.
"You can see there's obvious disappointment from within the dressing room that their manager and the guy that brought them back into the Premier League has left."
Despite their displeasure, Shearer feels certain the players will get behind whoever the new man proves to be.
"You get paid to go out and play for the club," he said. "Man management is a huge part of football these days and Chris was very good at that, but on the other hand players get paid to go out and play.
"It would certainly be wrong of them now not to go out and perform like they have done for Chris."