Di Matteo was relieved of his duties at Stamford Bridge in November despite winning the Champions League and FA Cup during a short spell at the helm.
The Italian was replaced by Rafael Benitez but is still saluted by Chelsea fans with a song in the 16th minute of every match.
Di Matteo has spoken for the first time since leaving the West London club and admits that he endured an emotional rollercoaster during his tenure under Roman Abramovich.
He told the Evening Standard: "I had three fantastic months on the Chelsea bench [at the end of last season], but also tough, as we worked up to 18 hours a day to achieve our results.
"I was pleased to hear the fans cheer my name after I left. It was love at first sight with the supporters the moment I arrived in London and I am sure that love will continue over the years."
The 42-year-old has also insisted that he is yet to decide when he will make his return to management and refused to rule out a return to Italy if the right opportunity becomes available.