Eoin Morgan took over as skipper and presided over England's worst ever 50-over World Cup campaign in which they won only two matches and failed to reach the quarter-finals.
"I think you saw in Australia at the World Cup the dangers of making such a big decision so close to the tournament," Cook told a Dubai radio station.
"I don't know what's gone on on that tour, but it did look like the lads were shell-shocked from the first two games. That's when you need real leadership to help steer you through that.
"I would have loved to have had the opportunity that was taken away from me."
Cook was axed as captain due to his poor form with the bat and a lack of tactical acumen which was exposed again in the 5-2 one-day series defeat in Sri Lanka late last year.
"The selectors made that decision because they thought it was the best for English cricket," Cook said
"Hindsight has probably proved them wrong, but now it's easy to say that."
Cook was named as England captain on Wednesday for the three-test tour of West Indies which starts next month and that will be followed by home series against New Zealand and Australia.
"We have a repairing job to do and the only way of doing that is by playing some good cricket and to start winning," Cook said.
(Reporting by Ed Osmond; editing by Toby Davis)
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