A farewell letter from James Comey that has circulated among friends and colleagues says he does not plan to dwell on Donald Trump's decision to fire him or on "the way it was executed".
He said in the letter that although he will be fine, he will miss the FBI and its mission "deeply".
Mr Comey said that "in times of turbulence, the American people should see the FBI as a rock of competence, honesty, and independence".
He also said: "It's very hard to leave a group of people who are committed only to doing the right thing."
The letter was posted online by CNN.
Mr Trump is only the second president to fire an FBI director, underscoring the highly unusual nature of his decision. Bill Clinton dismissed William Sessions amid allegations of ethical lapses in 1993.
Meanwhile, FBI agents continued to reel after Mr Comey's unceremonious dismissal, their surprise at the manner of his removal coupled with questions about who will next lead the bureau.
The White House said the Justice Department was interviewing candidates to serve as interim FBI director while Mr Trump weighs a permanent replacement.
Justice Department leaders have interviewed four veteran law enforcement and intelligence officials for the role of interim director.
The position is currently held by Andrew McCabe, who was the senior deputy to Mr Comey.
Justice Department officials identified two of the contenders as Adam Lee and Michael Anderson, who run the FBI's field offices in Richmond, Virginia, and Chicago respectively. Others are Paul Abbate, who oversees the FBI's criminal and cyber branch, and William Evanina, the government's chief counter-intelligence officer and a former FBI supervisor.
The interim chief will serve until Congress confirms a permanent director, which could take some time given bipartisan anger over Mr Comey's firing.