Mixu Paatelainen has left Kilmarnock to take over as the manager of Finland.
"It's a dream for every coach that one day there's a chance to manage your own country. That dream has now come true, which is wonderful," said the 44-year-old.
"But I must say it has been difficult because of the Kilmarnock situation. We have had a wonderful season there."
Assistant manager Kenny Shiels will be in charge for the club's trip to St Johnstone on Saturday.
A statement from the Rugby Park club said: "Following careful consideration Mixu has decided that the honour of managing his national team is one which he cannot refuse.
"He will take up his duties with the Finnish FA immediately."
After being unveiled as Finland manager, Paatelainen spoke of the wrench of leaving the Scottish Premier League club.
"We have been relatively successful there," he said.
"The relationship I have with the chairman has been excellent.
Kilmarnock FC statement
“Seldom can a manager have achieved legendary status in eight months”
"The backroom staff, the players, all the supporters have been very supportive and hard-working so it was difficult in that respect."
Northern Irishman Shiels is keen on succeeding his former boss on a permanent basis.
"It would be a logical step for the club to keep the same philosophy of how we play and how we try and look at our planning short term, long term and medium term," he told BBC Scotland, when asked if he wanted the job.
"I'm not saying if you take me out of the equation, it's not going to continue, but I feel as if my relationship with the players and my philosophy on how we play, are two contributing factors."
Paatelainen agreed a two-year deal at Kilmarnock in June 2010 and immediately transformed the fortunes of the Ayrshire side.
Last season, the club narrowly avoided relegation but this term Paatelainen has them set for a top-six finish and in contention for a European place playing some of the most entertaining football in the Scottish Premier League.
Killie were anxious to keep the Finn, who rejected a recent approach from Scunthorpe United, and had hoped to keep him on with the offer of an improved longer-term deal.
"Mixu's short reign at Kilmarnock has witnessed a dramatic improvement in the club's fortunes in the SPL," added the club statement.
Shiels is keen on replacing Paatelainen on a permanent basis
"Several club records have been broken, including longest scoring run in a league campaign.
"Our travelling support has been treated to a feast of attacking football, which has yielded more goals than any other club away from home bar one.
"Seldom can a manager have achieved legendary status in eight months and the fans slogan 'in Mixu we trust' says it all."
Paatelainen, capped 70 times by his country, succeeds Stuart Baxter, who left the post in November after he was not offered a contract extension.
The Finn's playing career saw him at centre forward for a host of clubs, including Dundee United, Aberdeen, Bolton, Wolves, Hibernian and Strasbourg.
Having coached during his latter spells with St Johnstone and St Mirren, he got his first taste of management with Cowdenbeath in 2005, winning the Third Division title in his debut season.
He returned to Finland for the following term, steering TPS to a third-place finish, before he took over at Hibernian in January 2008.
During a disappointing 18 months at Easter Road, Hibs managed two sixth-place finishes under the guidance of Paatelainen.
He spent a year out of football before taking over at Kilmarnock and he leaves with the club sitting fifth in the SPL.