Claudio Ranieri visited Leicester's training ground on Saturday morning to say goodbye to his former players and staff.
The 65-year-old Italian said on Friday that his "dream died" after his sacking on Thursday night, having led the Foxes to an historic Premier League title last term.
"I don't speak with anybody, just to say thank you to the fans. They are fantastic. Thank you," he said when asked for a quick word by Sky Sports News as he drove away.
On how he was feeling, he said: "I feel good now, because what we achieved in Leicester. I hope it will happen again, but it will be very difficult."
When asked if it had been an emotional meeting with his players, he insisted it had been "normal".
Ranieri guided the midlands club to a shock title last season but was axed with the team a point above the relegation zone.
Leicester have lost their last five league games and are yet to score in the top flight in 2017 ahead of Monday's visit of Liverpool.
"My dream died," he said in a statement released to Press Association Sport.
"After the euphoria of last season and being crowned Premier League champions all I dreamt of was staying with Leicester City, the club I love, for always.
"Sadly this was not to be. I wish to thank my wife Rosanna and all my family for their never ending support during my time at Leicester.
"Mostly I have to thank Leicester City Football Club. The adventure was amazing and will live with me forever.
"Thank you to all the journalists and the media who came with us and enjoyed reporting on the greatest story in football."
Manchester United boss Jose Mourinho wore a shirt bearing Ranieri's initials as a mark of respect at his Friday press conference.
Mourinho's relationship with the Italian has been fraught, but he followed up an Instagram tribute to Ranieri with further warm words on Friday, and described his own sacking by Chelsea in December 2015 - again just months after winning a league title - as "peanuts" by comparison.
Speaking about the initialled shirt, Mourinho said: "It is my little homage to somebody that wrote the most beautiful history of the Premier League.
"Somebody that probably would deserve the Leicester stadium to be named 'Claudio Ranieri' - and he is sacked. So I think Leicester made history two years in a row."
Liverpool manager Jurgen Klopp al so compared the sacking Ranieri to Brexit and Donald Trump's election as US president.
Reds boss Klopp said: "For me there have been a few strange decisions in 16/17: Brexit, Trump, Ranieri. Do I have to understand it all the time - obviously not. I have no idea why Leicester did this."
Antonio Conte also said he would struggle to accept it if it did turn out Leicester's players effectively forced Ranieri out.
The Chelsea manager added: "It's not right that the players decide if a manager must be sacked or not. If this happened, it means that the club is poor, without power."
But Foxes caretaker boss Craig Shakespeare dismissed rumours of dressing-room unrest.
He said: "I'm not aware of any senior players going to the owners so that's news to me. What I would say, there was a lot of frustration because of results but he hadn't lost the dressing room."