Maguire's contract at Hillsborough was allowed to run down, after the two parties could not agree terms on a new deal and he has gone on to move to Rotherham United, as a result.
However, the 26-year-old says that he was disappointed to have to move away from the Owls, as he was enjoying his time at the club.
"It's not that I wanted to leave, it's a fantastic football club and I spent a lot of time there. Over the last year and half, since I was given that opportunity to play, I felt I showed my worth to the team and that I deserved a better contract than what I got offered," Maguire said.
"To not be being played in my own position and still finish top goal scorer for both seasons, I felt I deserved a better deal. But that was not the case and that didn't get offered to me which was really upsetting for myself as I certainly felt that I showed that I wanted to stay there and was a big part of the team.
"Another reason was the manager got the sack. From when I got offered a new deal I was not sure who the new manager was going to be, certain things fell into position and I thought it was time to move on."
Since Maguire's departure, Wednesday have strengthened their squad considerably, with their striking options looking much stronger now.
The additions of Lucas Joao and Fernando Forestieri have given manager Carlos Carvalhal plenty of players to choose from, and the Shields Gazette suggests that Danny Graham could arrive on loan in the near future, to add even more quality to their front-line.
It means that Maguire's chances of starting up-front may have been limited if he stuck around, even though he did manage to score eight goals last term.
Since moving to Rotherham, Maguire has made 10 appearances, but he is yet to score for the Millers, who are in 20th place in the Championship table.