The Scot told attendees at a charity lunch in Manchester that he found the news "upsetting the way it came out", according to the Daily Mail.
Moyes is said to have gotten word of his imminent sacking on Monday afternoon through the media, 16 hours before the club officially told him.
United have come under fire from the the League Managers' Association for the "unprofessional" manner in which Moyes was dismissed.
However, the club has denied these allegations, insisting that a final decision was not made until late on Monday evening.
Ryan Giggs has been named as interim manager until the end of the season.