Fellaini didn't leave Manchester United until after Mourinho's sacking.
"My agent spoke to Milan, but I know Mourinho very well, I always felt good about him and he wanted me to stay with United," Fellaini told Gazzetta dello Sport.
"It was easy to decide to stay for a few more months."
And on his relationship with Mourinho, he added: "For me, Mourinho is a great man. I like his personality: he's hard, but generous. And in football, it is normal to have ups and downs in the relationship between coach and player."