Menez says he enjoyed his football more under previous manager Claudio Ranieri.
"Everything was going fine until March when Ranieri left," Menez told France Football. "I was disappointed by his exit.
"When Ranieri arrived, there was a clear objective. We calmly spoke about it in his office. He told me what he expected and that was it.
"I worked hard and over the summer he told me that he wanted to rely on me. He helped me a lot and I repaid him on the pitch."
The future of the former Monaco player is now in doubt, with a move perhaps likely given his contract situation.
"I still have another year on my agreement," he added. "Once the season is over I'll talk with the club to understand what they want to do with me."