The Scottish striker was sold to Huddersfield Town in 2009, having made 10 appearances and scored one goal for the Tractor Boys.
The 23-year-old told The Sun: "My paths haven't crossed with Roy since. He didn't say anything to me when he released me or give me any reasons.
"It happens in all aspects of life, when somebody gets dealt criticism or gets released from a club, or gets sacked from a job. They try to take it upon themselves to say 'Right, I'll show you, I'll improve and I'll work as hard as I can to make myself a player I would love to be'."
Rhodes joined Blackburn Rovers earlier this season, equalling the club's £8m transfer record.