"I don't think it should've happened," Lue told The Athletic in a story published Tuesday. "When it happened, I just kind of ... It puts everything in perspective. You've got to continue to keep working, it's a business -- you've got to understand that.
"It was tough. To win the first championship ever in Cleveland history, and then make the Finals (the next two years) and then get fired six games in, it's hard to swallow and it's tough to deal with. You start thinking about things like what you could have done different or if it was going to happen if you did anything different anyway."
Lue, 42, took the season off after his firing in October 2018, after six straight losses to begin the season. In August, he was hired by the Clippers as an assistant coach after talks earlier in the summer with the Lakers to be their head coach broke down.
Lue, who had a 128-83 record in three-plus seasons with the Cavs, faces his former team Tuesday night as the Clippers host Cleveland.
"You don't see that very often," Lue said, "where a coach goes to three straight Finals and wins a championship and gets fired ... You probably have never seen it."
Lue, who had previously kept his feelings about his departure under wraps, told The Athletic he wished he were still coaching the Cavs.
"Yeah, I do," Lue said. "What I tried to build there, I think the culture I tried to set ... I thought we could do it together. Koby [Altman] being a young GM, me being a young coach, having young players. I won a championship there, so you have a chance and an opportunity to do something different, and you should have that leeway to be able to go through a couple challenging years. To win a championship and go to the [NBA] Finals should buy you a little time, you would think."
Sources told ESPN's Brian Windhorst that conflict Lue was having with Altman and owner Dan Gilbert over playing veterans added to the problems the Cavs faced at the time Lue was fired.
Lue said it was also a struggle to manage the team after losingLeBron James.
"When LeBron left. For me, it was like, it's over," Lue said. "The team we put together, when Kyrie left it was tough, and then you had 'Bron, so you always have a chance to win and compete for a championship. And then when LeBron left, it was like, 'OK, we have a chance to be a decent team.' But to compete for a championship and get to the Finals -- being realistic that's not going to happen. You kinda come to a realization that it's over. Where do we go from here?
"Our run, it's over. It was hard to deal with."
Thompson, Lue embrace after being reunited
Tristan Thompson runs over to his former head coach and current Clippers assistant Tyronn Lue and lifts him in the air while excitedly giving him a hug.