The 33-year-old has revealed he "shut down" following Mark Hughes' sacking in December 2009, and hails legendary former Newcastle United manager Sir Bobby Robson
Roberto Mancini replaced Hughes at the helm, and while Bellamy has conceded his own departure from the club was his fault, he also believes the Italian could have man-managed him better.
The 33-year-old, who spent two years at the Etihad Stadium before leaving for a loan spell with Cardiff followed by a permanent switch to Liverpool, also hailed ex-Newcastle manager Sir Bobby Robson.
"I don't understand why he managed me the way he did," Bellamy said of Mancini.
"I worked with people like Bobby Robson at Newcastle who taught me how to be a footballer and a man. He did that even though I was a selfish kid back then, a kid who let a great man down with some things I did.
"He wanted us to come in and cherish what we were doing. Mancini was different but there was stuff I could have done differently, too.
"I could have been more open but when Sparky [Hughes] went, I shut down. I just wanted stuff to stay the same for me but I got a change of manager and routine.
"I just clammed up, didn't want to know. Typical.
"Mancini didn't have to persevere with me because he could just go and get someone else and that's what happened. But I regret that. I could have made that work. That's one I messed up."