The Texan admitted he moved to Spurs to make progress in his career but hinted he might have remained in west London had events taken a different course.
"If you always felt valued and appreciated enough, I don't think you'd ever leave but it came to a point where I didn't feel valued and appreciated," Dempsey told the London Evening Standard. "Not by the fans but by other situations. That's just the way things went.
"The situation is difficult because things go on behind the scenes that the fans don't really know about. The fans were great to me, the chairman [Mohamed Fayed] was great to me but it got the point where I wanted to keep going and try to further my career.
"I thank them for the five-and-a-half years I had there, which were some of the best experiences I've had, and I'm grateful to the chairman for taking a chance on me. Any time I go back, there will always be good memories."