The French striker moved to QPR for a fee of around £8m despite an injury-plagued start to the season in Ligue 1.
Remy has insisted that he was left in the dark over his exit from Marseille and admitted that he wanted to leave on better terms.
He told Bein Sport: "I didn't want to go as a failure. I wanted to finish the season there and then look elsewhere.
"I got a chill when I saw that the leaders had made their decision behind my back.
"When I heard that, I was a little disappointed. They have told me at the last moment, I was hurt."
The 26-year-old has scored twice for the Hoops since moving to the Premier League, including the opening goal in Saturday's 2-1 win at Southampton.