Sam Allardyce said he has been left "confused" after his shock sacking by Blackburn.
Rovers' new owners the Venky's Group dispensed with Allardyce's services despite the team sitting relatively comfortably in 13th place in the Barclays Premier League.
Allardyce told Sky Sports: "I had to pop in to see the chairman and he presented the rather shocking news to me. It was obviously unexpected, but that's the world of football today."
The 56-year-old took over at Ewood Park in December 2008 and, having guided Blackburn out of the relegation zone to safety in that campaign, led them to a respectable 10th place last season.
Although the results this term have been mixed so far - including a 7-1 defeat at Manchester United at the end of November - a win over Bolton on Sunday would have seen Rovers move within touching distance of a European spot.
As it was, the 2-1 loss to 10-man Wanderers proved to be Allardyce's last game in charge, news he had not seen coming.
He added: "It hasn't really been explained to me and I'm a little confused in my own mind at the moment, but the reality will kick in in a couple of days.
"For now it's just about me thanking everybody at Blackburn Rovers. I have had a fantastic two years there and really enjoyed my time with everybody - how well we did, given the circumstances when I took over, and how we built the club going forward.
"The support of everyone at Blackburn - the fans, the players and the board - was what I really enjoyed.
"It's up to them now where they take the club forward. I'm not a part of it, I'm very disappointed about that and would have liked to have been a part of it but I'm not."