The World Cup winner lasted just three months in charge last season before being sacked.
He told the Telegraph: "It's my heart that spoke. I wanted to go back to where I started. I have no regrets about what happened. If I had known that it was only three months old, I might have acted differently, but I was trying to plan something for the future and it's very difficult to do it in such a short time.
"If you do not get results, whatever the circumstances, you have to leave. All I would say is that if you do not pass that line and sit on a bench, then there is one part you do not know. I've heard a lot of people give their opinion on what happened in Monaco and, damn it, they were wrong, but I will never go into detail."