"It's bad firing a coach," he said in an interview with The Times on Friday. "It's very bad, the worst thing. You think I get peace from that?
"My dream is to have coach for 10 years. It could happen at Leeds."
The former European Cup finalists and Champions League semi-finalists have not won at home since March, which is the worst run in the club's history, and Cellino sacked German manager Uwe Rosler last week after 12 matches in charge.
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On Thursday Rosler's replacement, Steve Evans, saw the team lose 2-0 at home to Blackburn Rovers, conceding two goals in the first six minutes. That left them seventh from bottom of the Championship (second tier) with two wins from 14 games.
Cellino, the former Cagliari owner, took over in 2014 after initially failing the Football League owners' test following a court case in Italy.
He was banned again last December until the end of the season and has just appealed against a further disqualification after being found guilty of another tax offence.
"To save money I do 20 jobs," he told The Times. "If they ban me and someone else comes in who does not fight for the club, it is dead."
(Reporting by Steve Tongue; Editing by Amlan Chakraborty)
