The former Aston Villa assistant manager admits he's applied for several top jobs across Europe, but with no success.
Now coaching and working as a mentor inside the Chelsea academy, Terry told The Sun: “I absolutely wanted it. When I went into Villa I got great experience under Dean Smith and we got promotion, which was incredible.
“As an assistant coach in the Premier League and the experience I’ve had as a player and an individual captain in both Chelsea and England, I thought that would be enough to get me a job.
“I’m not saying a job in the Premier League or the Championship — but a job at League One level.
“I didn’t even get a sniff. I had interviews and it was just ‘you have no experience’.
“When I see some people managing today, it baffles me, it really does.
“In terms of ‘am I frustrated’, yes, absolutely because I have a lot of good attributes to be a really good coach or a really good manager but, unfortunately, that’s not happened.”