Benitez has issued a statement following the expiry of his contract at St James’s Park yesterday.
And the 59-year-old says owner Mike Ashley – who he met for talks in May – didn’t share his “vision” for the Premier League club.
The statement read: “Thank you for three fantastic, exciting and, at times, challenging years.
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“What we have had here – your support, your affection and your passion – has been unbelievable for me. St James’s Park has been always special, the 5-1 win against Tottenham was so emotional that since that day I have always felt as though I belonged at Newcastle, and thank you for making me feel so welcome and at home.
“Thank you to everyone at the club who has helped the team, and, of course, to the fine players who grew and fought with us and to the staff (one of the best I have shared time with).
“From winning the Championship to our two seasons in the Premier League, fans, staff and players have all been United. I wanted to stay, but I didn’t just want to sign an extended contract. I wanted to be part of a project.
“Unfortunately, it became increasingly clear to me that those at the top of the club did not share this vision.
“I’m very sad about that, but I do not regret for one moment my decision to come to Tyneside and I’m very proud about what we have achieved.”