Chris Coleman has resigned as manager of Greek side Larissa this week.
The former Wales defender, 41, told BBC Wales Sport that financial problems at the club means he could no longer continue in his position.
"Over the last two or three months I've had to compromise myself because of the financial situation and it's made me unhappy," he said.
Coleman joined the second tier club on a one-year deal in May and will leave them in fourth position in the league.
He applied for the Wales manager's job in 2010 and is likely to be one of those considered for the post as Gary Speed's successor, but he stressed the timing of his departure from Larissa was "purely coincidental".
"My decision to break my contract here has nothing to do with Wales at the moment," he said.
"Of course I'll be linked with [the Wales job]. Even if I was to stay with Larissa I would have been linked with it anyway."
Coleman's final game in charge was a 1-0 home win on Sunday, which kept Larissa two points adrift of the top spot.
But he said the lack of funds at the club, a result of the financial crisis in Greece, hindered him from working as he wished.
"The president has had to cut the budget by almost half so a lot of our players and staff haven't been paid for months and months and months," he said.
"It's not a situation I want to be involved in if I'm honest with you.
"But I'm leaving I think with a bit of dignity. I had a fantastic ovation from the supporters yesterday [Sunday] in our home game, which we won 1-0. They understand my reasons."
Coleman's first managerial experience abroad also ended acrimoniously when he resigned from Real Sociedad after less than six months in charge.
But he says the latest set-back to his career will not deter him from working abroad again.
"The experience is great, so are the different cultures," he said. "As a coach you're asked different questions tactically because things are done differently.
"So you learn a lot and you have to learn quickly. I've enjoyed the experience here [in Greece] definitely."
Former Wales captain Coleman started his managerial career at Fulham in 2003 before moving to Real Sociedad in 2007.
His last job before going to Greece was at Coventry City, where he was sacked in May 2010 after the Sky Blues came close to relegation during his two seasons in charge.