"I was only the third manager in the history of the whole club to get a treble," he said in conversation with the Oxford Union, which was recorded earlier this year.
"We created a British record, our win percentage there was quite good.
"Our first season, we became invincible and scored the most goals and had the most wins and that was all a first.
"We backed that up with another treble and it was the first time in history that had been done.
"And of course you can keep going and going and going, you just have that decision to make.
"I think sometimes people look at mangers and think about ego and I think if it was that it might have urge to stay on.
"But for me I loved every second of being there and - of course - I understand when I left it maybe wasn't the ideal time and there was a lot of hurt."