The current France boss guided the Italian giants back into Serie A after they were indicted following the Calciopoli scandal, but stepped down after clashing with club officials.
"I made mistakes. I have done so in the past and I will in the future, but I hope just as few as possible. This is what happens when you have to make a decision. It was a mistake leaving," Deschamps told Sky Sport Italia.
The former Chelsea and Valencia star went on to say that he could one day return to Italy as a coach, but insisted he is committed to France.
He added: "If I could go back, I would do things differently. Coaching another team in Italy? Now I do not think so, but it is possible. However, currently I am the coach of France."
Deschamps earned 103 caps for France during his playing career and served as captain of the national team for a lengthy spell.