The 39-year-old was surprisingly sacked by Huddersfield in February but Clark has insisted that he does not hold any grudges against the Yorkshire club.
Clark told BBC WM: "We've all moved on. They've kicked on as a club and I've ended up getting a fantastic job myself here with Birmingham City.
"It hurt, but the only reason for that is because I had a job I loved there."
Birmingham are currently 19th in the Championship table while Huddersfield sit in eighth place.