The former United captain was axed in 2005 after criticising his teammates in a never-seen MUTV interview.
Keane recalled on the Stick to Football podcast: “I get my anger is obviously a long time ago but the worst anger you can have is the justified anger where you feel – again I feel – I hadn’t done anything wrong.
“I was 34, I had a broken foot, and my contract was coming up, it was an easy fix for United to go, ‘Your days are numbered, alright, cheers, thanks a lot’ – and I’ve seen players leave but I could have left in the summer.
“I had no hang ups about leaving in the summer, or going, ‘Am I getting another sneaky deal here?’ Listen, I’m a big boy, I can deal with it. It was all the way it was done; it wasn’t nice – that’s the bit. Not that I had to leave United, no – again, that’s life.
“Ultimately, it was my decision because I still had a few months left of my contract until the summer, but I still don’t get how a manager, who I worked with for such a long time – and listen, there’s two sides to every story, I have no problem with that – it’s give and take.
“I was good for the club and the club were good for me. But, how a manager with all that experience can’t sit down with a player – and I’ve been a manager who has made mistakes with players – but can’t sit down and go, ‘Listen, come the summer’, but it was all the way it was done.
“I almost have to remind people, I couldn’t go to anybody, I left October, November – came back from a broken foot which I broke at Anfield, couldn’t go to another team – how a club can’t sit down with somebody, and I’ve seen a lot of people leave on bad terms, and that’s fine – that’s life.
“Listen, nobody died, but I’m getting statements passed across to me going, ‘Ferguson’s saying you can go’, I’m getting all this feedback – ‘there’s cashflow problems’ – you know when you’re talking about terminating your contract and all that, and I’m looking at them, ‘Really?’ – and I got my backup as well.
“Listen, an older me might now go – if I was giving someone advice about me (back then), I’d go, ‘Hey step back for the week, take it all in’. My solicitor, my client, who did all my deals, the most relaxed, placid man you’d ever meet, I’ve seen him negotiate – a very good man and knew a good deal – but he almost fell off his chair.
“Ferguson and (David) Gill went, ‘We’ve come to the end and here’s a statement’. I was like, ‘Alright’ and he was like, ‘What!?’ I said, ‘Leave it Mike’ and they went out and I said, ‘Yeah, I’m out of here’, and he couldn’t believe it – all within ten minutes.”
Keane continued: “In hindsight, (I could have said), ‘We’ve come to the end, yeah, but I’ve got a contract with Manchester United just like you do with United’.
“You’re on about principles but when something like that is in front of me, I’m like disgusted with people, I go I wouldn’t even want to see you again. I was home by half nine, quarter to ten, my wife’s gone, ‘What’s happened?’ I went, ‘It’s over’.
"Then I found out that day I couldn’t go to another team – so I couldn’t play until January. If I’d have known, I would have said, ‘I’ll just train with the reserves and get myself fit’, so I left Manchester United having not played for two or three months with a broken foot, and I couldn’t go to anyone until January. I was in no man’s land.”
He added: “Some of the best decisions I’ve made in my life have been extinctive, and when I left Manchester United, my gut feeling was that the respect had gone for both parties, but the one who was going to suffer the most was me.
“I had bust ups with Sir Alex Ferguson in the past, but for him to say that me leaving the club was the end of my career was harsh from him. I walked out with an injury, which was a double whammy for me as I couldn’t play till January.
“When I left the club, there were a lot of stories that came out about me in the press, mainly focusing on my relationship with players, but it was all lies, which can tarnish you, but I can live with it and am at peace with it all.”