He said: "I never expected Steve Bruce to leave. We had a very good conference three weeks ago and I would have let him stay as manager.
"But unfortunately he has left. This is a shock as I never expected it."
Blues co-owner David Sullivan says he consulted Yeung about recruiting a new boss out of "politeness".
Sullivan said: "His people said if we made Yeung a director then he would have a view.
"But we said no. We don't really need their help and someone has to make the decisions."