Rodgers, who recently signed a new deal at the Liberty Stadium, used to be part of the Chelsea coaching staff.
"It's sad to see Andre depart," Rodgers told the South Wales Evening Post. "The transition that is needed at the club is very much evident, and it's a job that requires sensitivity about where the club is at.
"It's about understanding and respecting what the players have done there and also having that ruthless streak to manage the club. I feel Andre tried to do those things but, for whatever reason, it just hasn't worked out.
"For me the focus is on Swansea. I came here to do a job. If any of our fans are wondering about me and Chelsea, they need not panic. I am trying to build my career and not destroy it."
Real Madrid boss Jose Mourinho remains the favourite to make a sensational return to the Blues.