He told La Vanguardia, "It surprised me, I didn't expect it.
"I wish I could having done something more for him, I have that feeling. He was fundamental for me to come and I am very grateful to him.
"I respect his decision, he deserves a lot of credit. He thinks about the family, the players and the club before him. Xavi loves Bara..."
Former Germany coach Hansi Flick has been mentioned as a replacement.
And Gundogan also said: "There are a lot of names coming up and that is not my league nor will I comment on it. I can only say that Hansi Flick is not only a fabulous guy, but also a great coach, as he showed by winning with Bayern.
"He came to the national team in a very complicated situation, but he always showed himself authentic and I respect him a lot."