The former Manchester United and Everton man is now working in La Liga.
The 38-year old – who made 505 appearances for United and Everton between 1995 and 2013 – is now assistant manager at Valencia and claims it was always his preference to work abroad.
“I like Steve (McClaren) and I went up there out of respect to him, but I had set my heart on coming here (Valencia),” said Neville in an interview with the Daily Mail.
“I wanted a new experience, to learn another language. I wanted to be different.
“I wanted people to realise I’m taking my coaching career very seriously… I wanted to create my own pathway.”
The former Manchester United assistant manager followed David Moyes’ path to Spain, in what is still an uncommon route for British players and coaches.
Ian Cathro and Paul Simpson were handed the role of Newcastle assistant managers in the end, and have helped to oversee a dismal start to the season.
Optimism was high on Tyneside during pre-season, with big things expected of the club’s big-money signings, but there has been little to shout about since the campaign kicked off.
Wednesday night’s League Cup exit as the hands of Sheffield Wednesday was a new low for Steve McClaren, and he faces a tough task to turn things round with Chelsea and Manchester City up next in the Premier League.