The Scot was relieved of his duties on Tuesday morning after just 10 months, having presided over the Red Devils' worst campaign of the Premier League eraManchester United under David Moyes this season.
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United are set to endure a first season outside the Champions League in 18 years and Moyes had alienated senior players with his tactical approach and management style.
And Neville, an Old Trafford stalwart under Sir Alex Ferguson, concedes it has not been fun to watch his old team under the Scot, though he insists the sacking does not sit easily with him.
"If you're asking me as a professional I believe in managers being given time, they should be allowed to complete their work," he told Sky News. "The idea of giving people three or four or six-year contracts and then getting rid of them after 10 months is something that's foreign to me.
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"The performances have sort of got worse and worse. There was a little bit of a pick-me-up before Christmas where you thought there might be a little bit of a run, but then the last month or two the performances sort of deteriorated really - Olympiakos, Liverpool and then the Everton ones were particularly low points.
"I suppose it's a different world than it was in the 1980s when I suppose Sexton, Atkinson and Sir Alex Ferguson were given time through their difficult moments. That's just not going to happen any more.
"It's something I don't like about the modern game, that managers get sacked every 12 months."