Ole Gunnar Solskjaer asked Romelu Lukaku to remain at Old Trafford before his Manchester United exit but was told "it's over" by the Belgian.
Lukaku left England to joint Inter Milan and Antonio Conte in a move worth over £70m.
The forward had been marginalised after Solskjaer arrived at the turn of the year with Marcus Rashford preferred.
But the 26-year-old admits the Norwegian asked him to stay before he left and respects his willingness to let him achieve an exit.
"One bad year can happen to everybody, and I was done [at United]," Lukaku told Ian Wright's YouTube channel. "It was a difficult situation.
"I had to make a decision over going somewhere where I can learn other aspects of my game and work with somebody that wanted me as well.
"Ole wanted me to stay but I told him it was over. I didn't have the energy. All credit to him because he's been a man and he helped me make the move away."
Lukaku scored six Premier League goals after Solskjaer was appointed, initially on an interim basis.
But the manager's want to play fast, counter attacking football saw the likes of Rashford and Anthony Martial thrive at Lukaku's expense.
The Belgian is now very much at home at the San Siro having scored 23 times in all competitions.
But it could've been very different had he opted to join one of Inter's arch domestic rivals.
"I was close, really close [to joining Juve], but my mind was always set on Inter and the manager," the marksman added.
"As a kid I looked up to Adriano, Ronaldo and [Christian] Vieri.
"Obviously when Inter came – and the manager Conte wanted me at Chelsea and Juve as well – I wanted to go there and see what it was like, keep my head down and work."
