After leading Chelsea to the Europa Conference League and Club World Cup titles earlier this season, Maresca was axed on Thursday.
"You know when you go into that job what you're doing, it's a very different football club to others in terms of how it's managed," Shearer wrote for Betfair.
"That's not Maresca, that's the people above him. Their model is obviously to buy young, develop them, and give them crazy long contracts with the potential to sell.
"I don't think you're going to win the league like that. You might get into the top four because you can spend, but in the main, the guy coming in has to do better than the guy that's just left.
"The guy that left won two trophies last year. They were sitting in fifth, one win off the top four, so, I think he did a really good job. I'm not sure he could have done any better. His stock is high. Am I surprised? Not really.
"I think Chelsea is a bonkers football club at times. That's the owners, that's how they want to run their club. It's very different, and that's what Maresca was trying to tell us with that little rant three weeks ago.
"He was manager of the month in November. I know they've only won one in seven, and at a top club that is hard to watch, but nothing surprises me in football, let alone at that club."