Campbell was handed an interview at the League Two Marriners as they looked to replaced Paul Wilkinson in the Blundell Park dug-out.
But the 43-year-old was overlooked with Michael Jolley, who never played or managed professionally, pipping him to the job.
"I went to Grimsby for an interview," Campbell told Sky Sports' Goals on Sunday. "I didn't have much time to prepare. It could be experience, knowing that division, I totally understand and I think it's fair. But you can get people around you who do.
"I understand there's always a plus and minus in everything you do, but there's experience in knowing the league.
"I'm prepared. If I need to get my hands dirty, I'll get my hands dirty. If I need to get someone around me who knows the league, I'll do that. That's all part of building a team together. You need your mini-team around you to help you."