Van Nistelrooy has since been appointed as head coach at Leicester, but has admitted his departure from United was a tough pill to swallow.
"The moment I took over the interim job what I said was I'm here to help United and to stay to help United, and I meant it. So I was disappointed, very much so, and it hurt I had to leave," he told reporters.
"In the end, I got my head around it because I also understand the new manager. I've been in football long enough and I've managed myself. I understand."