Craig Levein said Wednesday he was taking legal advice after being sacked as Scotland manager.
The Scottish Football Association announced Monday that Levein was being "relieved of his duties" but stressed they would pay him his wages for the 20 months left on his contract.
However, Levein was far from happy with the sequence of events that led to his departure and he said in a statement issued Wednesday: "I am extremely disappointed by the process of the last week.
"I note the position as stated by the Scottish Football Association but do not concur and I am currently taking legal advice as to my options.
"I will make no further comment at this time."
Levein's departure had been widely forecast following a defeat by Belgium last month that left Scotland bottom of their World Cup qualifying group and all but ended their chances of appearing at the 2014 finals in Brazil.
That loss left former Scotland defender Levein, previously the manager of Dundee United and Hearts, with a record of just three wins from 12 competitive matches in charge of the national side.
SFA chief executive Stewart Regan, speaking on Monday, said: "We have not terminated the manager's contract. He (Levein) will be paid his dues and his entitlement under his contract.
"It's 20 months remaining on his contract, until the end of the World Cup 2014 campaign."
Levein took over as Scotland manager in December 2009, saying it was his task to get the team to their first major finals since the 1998 World Cup in France.
But that goal looked as far away as it ever had during the past 14 years by the time the SFA decided to sack Levein.
Nevertheless, Levein insisted it had been a "privilege" to be Scotland manager, saying in his statement: "I would like to thank everyone who has supported the team and I during my time as Scotland manager.
"It has been a privilege to have done the job and I would like to thank my back room staff who have worked tirelessly during my time as manager.
"Most of all I would like to thank the players for their unswerving loyalty, effort and professionalism."
Former Celtic manager Gordon Strachan appears the favourite to succeed Levein on a permanent basis, with Scotland Under-21 coach Billy Stark in caretaker charge of the senior side for the friendly away to Luxembourg next week.