Newcastle were only willing to let their stopper leave if a deal - which fell through on deadline day - for West Ham United's Adrian could be reached.
"Potentially I did think I'd played my last game," Darlow told the Newcastle Chronicle. "It has been pretty well documented, the position I was in during the summer, and what was happening, but playing for Newcastle was something I never gave up on.
"I was pretty close to leaving. I hadn't got as far as my farewells to my teammates. I had met and spoken to their manager and it was all ready to go.
"Newcastle were waiting on signing another goalkeeper and it fell through for another reason. Thankfully it did because I am still here and playing for the team again. It's all good for me."
Darlow, who has pushed on following the transfer window, has asserted himself as the Magpies' first-choice goalkeeper ahead of Rob Elliot.