The outgoing Hoops boss told Sky Sports News that he gave the move a great deal of consideration, but is unsure what the future holds for him.
"I gave it a lot of consideration. It's not a knee-jerk reaction," he said. "It's been going on for a while and it was the toughest decision of my life.
"But it's a good time to go. The club's in great health. Four years as manager of Celtic in an intense environment was fantastic and I never dreamt when taking over the job that I'd be in this position now."