Speaking after Wednesday evening’s sacking, Megson said: “I am very saddened that I will no longer have the opportunity to manage my hometown club, Sheffield Wednesday.
“With just 13 games left this season and currently in third place in npower League One, it is very disappointing that I will not have the chance to guide this great club to promotion and back to the Championship.
“At some point in the future, I would love to come back to Hillsborough to finish the job I feel I had only just started.
“I am sure that many people are aware of the strong affection I hold for Sheffield Wednesday, not only from my playing days, but also the family connection with my father having served as club captain.
“One of the reasons why I took the job was to be able to work with the Sheffield Wednesday supporters. They have been terrific, a highlight of my career, and I would love to work with such great fans again.
“I would like to thank the staff at the training ground, they are fantastic people, and the players, who are honest, dedicated and full of enthusiasm. I cannot praise them highly enough.
“I wish the club all the very best for the rest of the season.”
Megson said he was “gutted” at his sacking and he spoke fondly of his final game as boss – Sunday’s 1-0 win over Sheff U.